This monograph provides a general introduction to advanced computational methods for
free energy calculations, from the systematic and rigorous point of view of applied …

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of
interacting and diffusive matter in the space of positions and velocities. We use a …

We introduce and test an algorithm that adaptively estimates large deviation functions
characterizing the fluctuations of additive functionals of Markov processes in the long-time …

We design a particle interpretation of Feynman-Kac measures on path spaces based on a
backward Markovian representation combined with a traditional mean field particle …

Feynman–Kac semigroups appear in various areas of mathematics: non-linear filtering,
large deviations theory, spectral analysis of Schrödinger operators among others. Their long …

Feynman-Kac path integration models arise in a large variety of scientic disciplines
including physics, chemistry and signal processing. Their mean eld particle interpretations …

The stability and contraction properties of positive integral semigroups on Polish spaces are
investigated. Our novel analysis is based on the extension of V-norm contraction methods …

We consider a strong Markov process with killing and prove an approximation method forthe
distribution of the process conditioned not to be killed when it is observed. Themethod is …

On resampling schemes for particle filters with weakly informative observations Page 1 The
Annals of Statistics 2022, Vol. 50, No. 6, 3197–3222 https://doi.org/10.1214/22-AOS2222 © …

We review the basic outline of the highly successful diffusion Monte Carlo technique
commonly used in contexts ranging from electronic structure calculations to rare event …