We study the approach to equilibrium of the event-chain Monte Carlo (ECMC) algorithm for the one-dimensional hard-sphere model. Using the connection to the coupon-collector problem, we prove that a specific version of this local irreversible Markov chain realizes perfect sampling in O(N-2 log N) single steps, whereas the reversible local Metropolis algorithm requires O(N-3 log N) single steps for mixing. This confirms a special case of an earlier conjecture about O(N-2 log N) scaling of mixing times of ECMC and of the lifted forward Metropolis algorithm, its discretized variant. We also prove that sequential ECMC (with swaps) realizes perfect sampling in O(N-2) single events. Numerical simulations indicate a cross-over towards O(N-2 log N) ...
We establish quantitative bounds for rates of convergence and asymptotic variances for iterated cond...
We propose locally stable sparse hard-disk packings, as introduced by B\"or\"oczky, as a model for t...
Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their conv...
We study the approach to equilibrium of the event-chain Monte Carlo (ECMC) algorithm for the one-dim...
International audienceWe study the dynamics of one-dimensional (1D) interacting particles simulated ...
We discuss a non-reversible, lifted Markov-chain Monte Carlo (MCMC) algorithm for particle systems i...
For a large class of examples arising in statistical physics known as attractive spin systems (e.g.,...
Monte Carlo simulations of systems of particles such as hard spheres or soft spheres with singular k...
This review treats the mathematical and algorithmic foundations of non-reversible Markov chains in t...
This thesis studies the irreversible Markov chain in the spin systems and particle systems,theoretic...
International audienceThis review treats the mathematical and algorithmic foundations of non-reversi...
The iterated conditional sequential Monte Carlo (i-CSMC) algorithm from Andrieu, Doucet and Holenste...
This thesis studies irreversible Markov chains for spin models and particle systems. It analyzes the...
Both sequential Monte Carlo (SMC) methods (a.k.a. ‘particle filters’) and sequential Markov chain Mo...
21 pagesInternational audienceThrough a Metropolis-like algorithm with single step computational cos...
We establish quantitative bounds for rates of convergence and asymptotic variances for iterated cond...
We propose locally stable sparse hard-disk packings, as introduced by B\"or\"oczky, as a model for t...
Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their conv...
We study the approach to equilibrium of the event-chain Monte Carlo (ECMC) algorithm for the one-dim...
International audienceWe study the dynamics of one-dimensional (1D) interacting particles simulated ...
We discuss a non-reversible, lifted Markov-chain Monte Carlo (MCMC) algorithm for particle systems i...
For a large class of examples arising in statistical physics known as attractive spin systems (e.g.,...
Monte Carlo simulations of systems of particles such as hard spheres or soft spheres with singular k...
This review treats the mathematical and algorithmic foundations of non-reversible Markov chains in t...
This thesis studies the irreversible Markov chain in the spin systems and particle systems,theoretic...
International audienceThis review treats the mathematical and algorithmic foundations of non-reversi...
The iterated conditional sequential Monte Carlo (i-CSMC) algorithm from Andrieu, Doucet and Holenste...
This thesis studies irreversible Markov chains for spin models and particle systems. It analyzes the...
Both sequential Monte Carlo (SMC) methods (a.k.a. ‘particle filters’) and sequential Markov chain Mo...
21 pagesInternational audienceThrough a Metropolis-like algorithm with single step computational cos...
We establish quantitative bounds for rates of convergence and asymptotic variances for iterated cond...
We propose locally stable sparse hard-disk packings, as introduced by B\"or\"oczky, as a model for t...
Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their conv...