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Benjamin Jourdain

Identifiers

  • name variant Benjamin Jourdain 0.60 · backfill

Papers (17)

  1. Convergence of metadynamics: discussion of the adiabatic hypothesis math.PR · 2019 · author #1
  2. Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean math.PR · 2018 · author #2
  3. A new family of one dimensional martingale couplings math.PR · 2018 · author #1
  4. Sampling of probability measures in the convex order by Wasserstein projection math.PR · 2017 · author #3
  5. Non-asymptotic error bounds for The Multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient math.PR · 2017 · author #1
  6. Ninomiya-Victoir scheme : strong convergence properties and discretization of the involved Ordinary Differential Equations math.PR · 2016 · author #2
  7. Convergence and efficiency of adaptive importance sampling techniques with partial biasing math.PR · 2016 · author #2
  8. Existence of a calibrated regime switching local volatility model and new fake Brownian motions math.PR · 2016 · author #1
  9. Evolution of the Wasserstein distance between the marginals of two Markov processes math.PR · 2016 · author #3
  10. Asymptotic error distribution for the Ninomiya-Victoir scheme in the commutative case math.PR · 2016 · author #2
  11. Asymptotics for the normalized error of the Ninomiya-Victoir scheme math.PR · 2016 · author #2
  12. Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators q-fin.CP · 2015 · author #2
  13. Optimal scaling for the transient phase of Metropolis Hastings algorithms: The longtime behavior stat.ME · 2012 · author #1
  14. Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit math.PR · 2012 · author #1
  15. Convergence of the Wang-Landau algorithm math.PR · 2012 · author #2
  16. Convenient Multiple Directions of Stratification q-fin.CP · 2010 · author #1
  17. Robust adaptive importance sampling for normal random vectors math.PR · 2008 · author #1

Mentions

  • 1212.5517 #1 · backfill · confidence 0.70 Benjamin Jourdain
  • 1210.7639 #1 · backfill · confidence 0.70 Benjamin Jourdain
  • 1207.6880 #2 · backfill · confidence 0.70 Benjamin Jourdain
  • 1004.5037 #1 · backfill · confidence 0.70 Benjamin Jourdain
  • 0811.1496 #1 · backfill · confidence 0.70 Benjamin Jourdain

Frequent Coauthors