Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias. - Virginie Ehrlacher; Tony Lelièvre; Pierre Monmarché (CoRR, 2020)

Exact targeting of Gibbs distributions using velocity-jump processes. - Pierre Monmarché; Mathias Rousset; Pierre-André Zitt (CoRR, 2020)

Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo. - Evan Camrud; Alain Oliviero Durmus; Pierre Monmarché; Gabriel Stoltz (CoRR, 2023)

Some remarks on the effect of the Random Batch Method on phase transition. - Arnaud Guillin; Pierre Le Bris; Pierre Monmarché (CoRR, 2023)

Switched diffusion processes for non-convex optimization and saddle points search. - Lucas Journel; Pierre Monmarché (Stat. Comput., 2023)

Accuracy of the Ensemble Kalman Filter in the Near-Linear Setting. - Edoardo Calvello; Pierre Monmarché; Andrew M. Stuart; Urbain Vaes (CoRR, 2024)

Transient subtraction: A control variate method for computing transport coefficients. - Pierre Monmarché; Renato Spacek; Gabriel Stoltz (CoRR, 2024)

The velocity jump Langevin process and its splitting scheme: long time convergence and numerical accuracy. - Nicolaï Gouraud; Lucas Journel; Pierre Monmarché (CoRR, 2024)

Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency. - Pierre Monmarché; Edouard Strickler (J. Appl. Probab., 2025)

HMC and Underdamped Langevin United in the Unadjusted Convex Smooth Case. - Nicolaï Gouraud; Pierre Le Bris; Adrien Majka; Pierre Monmarché (SIAM/ASA J. Uncertain. Quantification, 2025)

Convergence of Time-Averaged Mean Field Gradient Descent Dynamics for Continuous Multi-Player Zero-Sum Games. - Yulong Lu; Pierre Monmarché (CoRR, 2025)