A blob method for inhomogeneous diffusion with applications to multi-agent control and sampling
As a counterpoint to classical stochastic particle methods for linear diffusion equations, such
as Langevin dynamics for the Fokker-Planck equation, we develop a deterministic particle …
as Langevin dynamics for the Fokker-Planck equation, we develop a deterministic particle …
Optimal quantization with branched optimal transport distances
P Pegon, M Petrache - arXiv preprint arXiv:2309.08677, 2023 - arxiv.org
We consider the problem of optimal approximation of a target measure by an atomic
measure with $ N $ atoms, in branched optimal transport distance. This is a new branched …
measure with $ N $ atoms, in branched optimal transport distance. This is a new branched …
Asymptotic quantization on Riemannian manifolds via covering growth estimates
AD Aydin, M Iacobelli - arXiv preprint arXiv:2402.13164, 2024 - arxiv.org
The quantization problem looks for best approximations of a probability measure on a given
metric space by finitely many points, where the approximation error is measured with respect …
metric space by finitely many points, where the approximation error is measured with respect …