Related papers: Uniform-in-time propagation of chaos for Second-Or…
We analyze the propagation of experimentally relevant two-particle correlations for one-dimensional interacting bosons, and give evidence that many-body chaos induces the emergence of an effective diffusive regime for the fully coherent…
Proximal policy optimization (PPO) approximates the trust region update using multiple epochs of clipped SGD. Each epoch may drift further from the natural gradient direction, creating path-dependent noise. To understand this drift, we can…
This paper analyzes consensus in multi-agent systems under uniform and nonuniform communication delays, a key challenge in distributed coordination with applications to robotic swarms. It investigates the convergence of a consensus…
In this paper, we focus on finding the global minimizer of a general unconstrained nonsmooth nonconvex optimization problem. Taking advantage of the smoothing method and the consensus-based optimization (CBO) method, we propose a novel…
We conjecture that in one-dimensional spatially extended systems the propagation velocity of correlations coincides with a zero of the convective Lyapunov spectrum. This conjecture is successfully tested in three different contexts: (i) a…
Bandit Convex Optimization (BCO) is a fundamental framework for modeling sequential decision-making with partial information, where the only feedback available to the player is the one-point or two-point function values. In this paper, we…
This paper is concerned with the large particle limit for the consensus-based optimization (CBO), which was postulated in the pioneering works [6,28]. In order to solve this open problem, we adapt a compactness argument by first proving the…
We investigate propagation of chaos for mean field Markov Decision Process with common noise (CMKV-MDP), and when the optimization is performed over randomized open-loop controls on infinite horizon. We first state a rate of convergence of…
A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO) model is introduced. This single-particle dynamics is shown to converge to a unique invariant measure that approximates the global minimum of a given…
In this paper we obtain uniform propagation estimates for systems of interacting diffusions. We adopt a general model, satisfying various conditions which ensure that the decay resulting from the internal dynamics term dominates the…
Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation. Under some conditions (that allow non-convex confining potentials) the…
This paper develops a non-asymptotic, local approach to quantitative propagation of chaos for a wide class of mean field diffusive dynamics. For a system of $n$ interacting particles, the relative entropy between the marginal law of $k$…
A deterministic coalescing dynamics with constant rate for a particle system in a finite volume with a fixed initial number of particles is considered. It is shown that, in the thermodynamic limit, with the constraint of fixed density, the…
Fast scrambling, quantified by the exponential initial growth of Out-of-Time-Ordered-Correlators (OTOCs), is the ability to efficiently spread quantum correlations among the degrees of freedom of interacting systems, and constitutes a…
We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…
This paper introduces an interacting-particle optimization method tailored to possibly non-convex composite optimization problems, which arise widely in signal processing. The proposed method, \emph{ProxiCBO}, integrates consensus-based…
We propose new continuous-time formulations for first-order stochastic optimization algorithms such as mini-batch gradient descent and variance-reduced methods. We exploit these continuous-time models, together with simple Lyapunov analysis…
This paper presents a novel adaptive multivariable smooth second-order sliding mode approach with the features of fast finite-time convergence, adaptation to disturbances and smooth. This approach can be directly applied to the controller…
We consider the Kirchhoff equation on tori of any dimension and we construct solutions whose Sobolev norms oscillates in a chaotic way on certain long time scales. The chaoticity is encoded in the time between oscillations of the norm,…
We study a nonlocal adhesion model for two interacting tumor cell phenotypes, combining diffusion, pairwise interactions, and random phenotypic switching. The system admits a microscopic diffusion--jump particle description whose mean-field…