1. Dynamical Low-Rank Approximations for Kalman Filtering
   2025/09/14 by Nobile, Fabio, Trindade, Thomas Trigo · 2 citations
   #60G35 #60H35 #65C30 #65C35 #FOS: Mathematics #Numerical Analysis (math.NA)
2. Uniform-in-time propagation of chaos for Consensus-Based Optimization
   2025/05/13 by Gerber, Nicolai, Hoffmann, Franca, Kim, Dohyeon +1 · 3 citations
   #35K55 #35Q93 #65C35 #70F45 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
3. Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
   2025/04/08 by Cazacu, Nicoleta · 1 citation
   #60H30 #60H35 #60K35 #65C30 #65C35 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
4. Martingale measure associated with the critical 2d stochastic heat flow
   2025/03/26 by Nakashima, Makoto · 2 citations
   #60G44 #60H17 #65C35 #FOS: Mathematics #Probability (math.PR)
5. Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
   2024/11/18 by Biswas, Sani, Kumar, Chaman, Reisinger, Christoph +1 · 3 citations
   #60H35 #65C05 #65C30 #65C35 #FOS: Mathematics #Probability (math.PR)
6. Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization
   2024/11/06 by Hui Huang, Huang, Hui, Hicham Kouhkouh +1 · 2 citations
   Computer Science · Decision Sciences · #65C35 #90C26 #90C56 #Advanced Multi-Objective Optimization Algorithms #FOS: Mathematics #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Probability (math.PR)
7. A multiscale Consensus-Based algorithm for multi-level optimization
   2024/07/12 by Herty, Michael, Huang, Yuyang, Kalise, Dante +1 · 1 citation
   #49M37 #65C35 #90C26 #90C56 #93C70 #FOS: Mathematics #Optimization and Control (math.OC)
8. Approximating particle-based clustering dynamics by stochastic PDEs
   2024/07/12 by Nathalie Wehlitz, Wehlitz, Nathalie, Mohsen Sadeghi +9 · 1 citation
   Computer Science · #35B36 #35Q70 #35R09 #35R60 #65C35 #Advanced Clustering Algorithms Research #FOS: Biological sciences #FOS: Mathematics #Probability (math.PR) #Quantitative Methods (q-bio.QM)
9. Genealogical processes of sequential Monte Carlo methods and other non-neutral population models under rapid mutation
   2024/06/24 by Koskela, Jere, Jenkins, Paul A., Johansen, Adam M. +1 · 1 citation
   #60J90 #65C35 #92D15 #Computation (stat.CO) #FOS: Biological sciences #FOS: Computer and information sciences #FOS: Mathematics #Populations and Evolution (q-bio.PE) #Probability (math.PR)
10. Random Batch Ewald Method for Dielectrically Confined Coulomb Systems
    2024/05/10 by Gan, Zecheng, Gao, Xuanzhao, Liang, Jiuyang +1 · 2 citations
    #65C35 #65T50 #65Y05 #82M37 #FOS: Mathematics #Numerical Analysis (math.NA)
11. Mean-field limits for Consensus-Based Optimization and Sampling
    2023/12/12 by Nicolai Jurek Gerber, Gerber, Nicolai Jurek, Franca Hoffmann +3 · 5 citations
    Mathematics · Physics and Astronomy · #35K55 #35Q93 #65C35 #70F45 #Analysis of PDEs (math.AP) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Random Matrices and Applications #Theoretical and Computational Physics
12. Quantitative convergence in relative entropy for a moderately interacting particle system on ℝ^d
    2023/11/03 by Chen, Li, Holzinger, Alexandra, Huo, Xiaokai · 2 citations
    #35K55 #35K65 #60H30 #65C35 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
13. Monte-Carlo/Moments micro-macro Parareal method for unimodal and bimodal scalar McKean-Vlasov SDEs
    2023/10/17 by Bossuyt, Ignace, Vandewalle, Stefan, Samaey, Giovanni · 1 citation
    #60H35 #65C30 #65C35 #68Q10 #Computation (stat.CO) #Computational Physics (physics.comp-ph) #FOS: Computer and information sciences #FOS: Mathematics #FOS: Physical sciences #Numerical Analysis (math.NA)
14. A Novel Stochastic Interacting Particle-Field Algorithm for 3D Parabolic-Parabolic Keller-Segel Chemotaxis System
    2023/09/24 by Wang, Zhongjian, Xin, Jack, Zhang, Zhiwen · 5 citations
    #35K57 #65C35 #65M70 #65M75 #92C17 #FOS: Mathematics #Numerical Analysis (math.NA)
15. Conditional McKean-Vlasov Differential Equations with Common Poissonian Noise: Propagation of Chaos
    2023/08/22 by Hernández-Hernández, Daniel, Ricalde-Guerrero, Joshué Helí · 2 citations
    #35Q70 #60B10 #60K35 #65C35 #82C22 #FOS: Mathematics #Probability (math.PR)
16. The Mean Field Ensemble Kalman Filter: Near-Gaussian Setting
    2022/12/26 by José A. Carrillo, Carrillo, J. A., Franca Hoffmann +9 · 3 citations
    Computer Science · Earth and Planetary Sciences · Environmental Science · #62F15 #65C35 #70F45 #93E11 #Dynamical Systems (math.DS) #FOS: Mathematics #Geology and Paleoclimatology Research #Geophysics and Gravity Measurements #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Soil Geostatistics and Mapping #Target Tracking and Data Fusion in Sensor Networks
17. A DeepParticle method for learning and generating aggregation patterns in multi-dimensional Keller-Segel chemotaxis systems
    2022/08/31 by Wang, Zhongjian, Xin, Jack, Zhang, Zhiwen · 2 citations
    #35K57 #37M25 #49Q22 #65C35 #68T07 #Computational Physics (physics.comp-ph) #FOS: Computer and information sciences #FOS: Physical sciences #Machine Learning (cs.LG)
18. Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction
    2022/08/26 by Xingyuan Chen, Gonçalo dos Reis, Chen, Xingyuan +1 · 6 citations
    Economics, Econometrics and Finance · Mathematics · #65C05 #65C30 #65C35 #Differential Equations and Numerical Methods #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
19. An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients
    2022/08/22 by Sani Biswas, Chaman Kumar, Biswas, Sani +7 · 2 citations
    Economics, Econometrics and Finance · Engineering · Mathematics · #60H35 #65C05 #65C30 #65C35 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Methods and Bayesian Inference #Stochastic processes and financial applications
20. Random batch sum-of-Gaussians method for molecular dynamics simulations of particle systems
    2022/05/27 by Liang, Jiuyang, Xu, Zhenli, Zhou, Qi · 2 citations
    #65C35 #65T50 #82M37 #Chemical Physics (physics.chem-ph) #Computational Physics (physics.comp-ph) #FOS: Physical sciences
21. DeepParticle: learning invariant measure by a deep neural network minimizing Wasserstein distance on data generated from an interacting particle method
    2021/11/02 by Wang, Zhongjian, Xin, Jack, Zhang, Zhiwen · 1 citation
    #35K57 #49Q22 #65C35 #68T07 #Computational Physics (physics.comp-ph) #FOS: Computer and information sciences #FOS: Physical sciences #Machine Learning (cs.LG)
22. The ensemble Kalman filter for rare event estimation
    2021/06/18 by Wagner, Fabian, Papaioannou, Iason, Ullmann, Elisabeth · 1 citation
    #62L12 #65C35 #65N75 #FOS: Mathematics #Numerical Analysis (math.NA)
23. Consensus Based Sampling
    2021/06/01 by Carrillo, J. A., Hoffmann, F., Stuart, A. M. +1 · 3 citations
    #35G25 #62F15 #65C35 #65N21 #Dynamical Systems (math.DS) #FOS: Mathematics #Numerical Analysis (math.NA)
24. Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
    2020/10/16 by Neelima, Biswas, Sani, Kumar, Chaman +2 · 3 citations
    #60H35 #65C05 #65C30 #65C35 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
25. A random batch Ewald method for particle systems with Coulomb interactions
    2020/10/04 by Jin, Shi, Li, Lei, Xu, Zhenli +1 · 2 citations
    #65C35 #65T50 #82M37 #Computational Physics (physics.comp-ph) #FOS: Physical sciences
26. Score-Based Parameter Estimation for a Class of Continuous-Time State\n Space Models
    2020/08/18 by Alexandros Beskos, Dan Crisan, Beskos, Alexandros +7 · 1 citation
    Decision Sciences · Mathematics · Medicine · #60G35 #60H10 #60H35 #60J60 #60J65 #62F99 #65C05 #65C30 #65C35 #91G60 #93E11 #Advanced Neuroimaging Techniques and Applications #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Methods and Bayesian Inference #demographic modeling and climate adaptation
27. Simple conditions for convergence of sequential Monte Carlo genealogies\n with applications
    2020/06/30 by S. Brown, Brown, Suzie, Paul A. Jenkins +5 · 1 citation
    Mathematics · Physics and Astronomy · #60J90 #60J95 #65C05 #65C35 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Methodology (stat.ME) #Probability (math.PR) #Theoretical and Computational Physics
28. Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean-Vlasov equations and interacting particle systems
    2020/05/03 by Jianhai Bao, Christoph Reisinger, Bao, Jianhai +5 · 3 citations
    Economics, Econometrics and Finance · Mathematics · #60H30 #65C20 #65C30 #65C35 #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
29. A micro-macro Markov chain Monte Carlo method for molecular dynamics using reaction coordinate proposals I: direct reconstruction
    2020/02/21 by Vandecasteele, Hannes, Samaey, Giovanni · 1 citation
    #60J22 #65C05 #65C35 #65C40 #FOS: Mathematics #G.3 #J.2 #Numerical Analysis (math.NA)
30. Collective Proposal Distributions for Nonlinear MCMC samplers: Mean-Field Theory and Fast Implementation
    2019/09/18 by Clarté, Grégoire, Diez, Antoine, Feydy, Jean · 1 citation
    #60J05 #62-04 #62-08 #65C05 #65C10 #65C35 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR) #Statistics Theory (math.ST)

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