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04/05/2023
A large deviation principle for the empirical measures of Metropolis-Hastings chains
To sample from a given target distribution, Markov chain Monte Carlo (MC...
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06/30/2022
A note on large deviations for interacting particle dynamics for finding mixed equilibria in zero-sum games
Finding equilibria points in continuous minimax games has become a key p...
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08/31/2021
Sensitivity Approximation by the Peano-Baker Series
In this paper we develop a new method for numerically approximating sens...
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12/13/2019