Urbain Vaes

13
Documents

Publications

Publications

The Ensemble Kalman Filter in the Near-Gaussian Setting

Jose Antonio Carrillo , Franca Hoffmann , Andrew M. Stuart , Urbain Vaes
SIAM Journal on Numerical Analysis, 2024, 62 (6), pp.2549-2587. ⟨10.1137/24M1628207⟩
Article dans une revue hal-03913934 v1

CBX: Python and Julia packages for consensus-based interacting particle methods

Rafael Bailo , Alethea Barbaro , Susana Gomes , Konstantin Riedl , Tim Roith et al.
Journal of Open Source Software, 2024, 9 (98), pp.6611. ⟨10.21105/joss.06611⟩
Article dans une revue hal-04517041 v1
Image document

Sharp Propagation of Chaos for the Ensemble Langevin Sampler

Urbain Vaes
Journal of the London Mathematical Society, 2024, 110 (5), ⟨10.1112/jlms.13008⟩
Article dans une revue hal-04518506 v3

Mobility estimation for Langevin dynamics using control variates

Grigorios A. Pavliotis , Gabriel Stoltz , Urbain Vaes
Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 2023, 21 (2), pp.680-715. ⟨10.1137/22M1504378⟩
Article dans une revue hal-03701412 v1
Image document

Mean-field limits for Consensus-Based Optimization and Sampling

Nicolai Jurek Gerber , Franca Hoffmann , Urbain Vaes
ESAIM: Control, Optimisation and Calculus of Variations, 2023, 31, pp.74. ⟨10.1051/cocv/2025060⟩
Article dans une revue hal-04346646 v2

Derivative-free Bayesian Inversion Using Multiscale Dynamics

Grigorios A. Pavliotis , Andrew M. Stuart , Urbain Vaes
SIAM Journal on Applied Dynamical Systems, 2022, 21 (1), pp.284-326. ⟨10.1137/21M1397416⟩
Article dans une revue hal-03211852 v1

Consensus Based Sampling

Jose Antonio Carrillo , Franca Hoffmann , Andrew M Stuart , Urbain Vaes
Studies in Applied Mathematics, 2022, 148 (3), pp.1069-1140. ⟨10.1111/sapm.12470⟩
Article dans une revue hal-03425993 v1