# Pierre Monmarché: Velocity jump processes for Markov Chain Monte Carlo methods

**Time: **
Mon 2020-09-14 15.15 - 16.15

**Location: **
Zoom, meeting ID: 621 4469 8204

**Lecturer: **
Pierre Monmarché, Sorbonne

### Abstract

Over the last years, a class of continuous-time piecewise deterministic kinetic Markov processes has gained interest for MCMC methods. After a general introduction, we will present two recent works on this topic: first, the definition of a family of such processes which interpolates between bounces (the seminal velocity jump mechanism) and acceleration (as in the Hamiltonian dynamics or the Langevin diffusion) (joint work with Mathias Rousset and Pierre-André Zitt). Second, the use of velocity jumps as an alternative for multi-time-step methods based on a suitable splitting of the forces, with applications in molecular dynamics (joint work with Jérémy Weisman, Louis Lagardère and Jean-Philip Piquemal).

**Zoom notes:** The passcode for this meeting is 321777. This meeting ID — 621 4469 8204 — will be the recurring meeting for the Statistics and Probability Seminar.