Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations. - Michael B. Giles; Mateusz B. Majka; Lukasz Szpruch; Sebastian J. Vollmer; Konstantinos C. Zygalakis (Stat. Comput., 2020)

Multi-index antithetic stochastic gradient algorithm. - Mateusz B. Majka; Marc Sabate Vidales; Lukasz Szpruch (Stat. Comput., 2023)

Mirror Descent-Ascent for mean-field min-max problems. - Razvan-Andrei Lascu; Mateusz B. Majka; Lukasz Szpruch (CoRR, 2024)

Linear convergence of proximal descent schemes on the Wasserstein space. - Razvan-Andrei Lascu; Mateusz B. Majka; David Siska; Lukasz Szpruch (CoRR, 2024)

A Fisher-Rao gradient flow for entropic mean-field min-max games. - Razvan-Andrei Lascu; Mateusz B. Majka; Lukasz Szpruch (Trans. Mach. Learn. Res., 2024)

Non-convex entropic mean-field optimization via Best Response flow. - Razvan-Andrei Lascu; Mateusz B. Majka (CoRR, 2025)