Urbain Vaes

Publications

Article dans une revue (11)

Accuracy of the Ensemble Kalman Filter in the Near-Linear Setting Edoardo Calvello,Pierre Monmarché,Andrew M. Stuart,Urbain Vaes SIAM Journal on Numerical Analysis, 2026, 64 (2), pp.391-429. ⟨10.1137/25M1732544⟩ Article dans une revue hal-04703642v1
A Spectral Approach to Optimal Control of the Fokker–Planck Equation Dante Kalise,Lucas Moschen,Grigorios Pavliotis,Urbain Vaes IEEE Control Systems Letters, 2025, 9, pp.504-509. ⟨10.1109/LCSYS.2025.3573604⟩ Article dans une revue hal-05453409v1
Uniform-in-time propagation of chaos for the Cucker-Smale model Nicolai Jurek Gerber,Urbain Vaes Kinetic and Related Models , 2025, 20, pp.56-79. ⟨10.3934/krm.2025021⟩ Article dans une revue hal-04917206v1
Neural network approaches for variance reduction in fluctuation formulas Grigorios Pavliotis,Renato Spacek,Gabriel Stoltz,Urbain Vaes SIAM/ASA Journal on Uncertainty Quantification, 2024, 14 (1), pp.221-255. ⟨10.1137/24M1710693⟩ Article dans une revue hal-04765173v1
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-03913934v1
CBX: Python and Julia packages for consensus-based interacting particle methods Rafael Bailo,Alethea Barbaro,Susana Gomes,Konstantin Riedl,Tim Roithet al. Journal of Open Source Software, 2024, 9 (98), pp.6611. ⟨10.21105/joss.06611⟩ Article dans une revue hal-04517041v1
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-04518506v3
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-03701412v1
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-04346646v3
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-03211852v1
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-03425993v1

Pré-publication, Document de travail (3)

Statistical accuracy of the ensemble Kalman filter in the near-linear setting Edoardo Calvello,José Antonio Carrillo,Franca Hoffmann,Pierre Monmarché,Andrew M. Stuartet al. 2025 Pré-publication, Document de travail hal-05453357v1
Uniform-in-time propagation of chaos for Consensus-Based Optimization Nicolai Gerber,Franca Hoffmann,Dohyeon Kim,Urbain Vaes 2025 Pré-publication, Document de travail hal-05067281v1
Optimal importance sampling for overdamped Langevin dynamics Martin Chak,Tony Lelièvre,Gabriel Stoltz,Urbain Vaes 2023 Pré-publication, Document de travail hal-04169540v1

Chapitre d'ouvrage (1)

Statistical Accuracy of Approximate Filtering Methods José Antonio Carrillo,Franca Hoffmann,Andrew M. Stuart,Urbain Vaes S. Oishi; H. Okamoto; K. Hayami. Recent Developments in Industrial and Applied Mathematics, 1, Springer Nature Singapore; Springer Nature Singapore, pp.295-306, 2024, ICIAM2023 Springer Series, ⟨10.1007/978-981-95-1446-5_14⟩ Chapitre d'ouvrage hal-04439444v1