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On the mean-field limit of consensus-based methods


Koß, Marvin ; Weissmann, Simon ; Zech, Jakob


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DOI: https://doi.org/10.1002/mma.70343
URL: https://onlinelibrary.wiley.com/doi/10.1002/mma.70...
Additional URL: https://www.researchgate.net/publication/383793595...
URN: urn:nbn:de:bsz:180-madoc-712841
Document Type: Article
Year of publication Online: 2025
Date: 25 November 2025
The title of a journal, publication series: Mathematical Methods in the Applied Sciences : MMAS
Volume: tba
Issue number: tba
Page range: 1-27
Place of publication: Chichester [u.a.]
Publishing house: Wiley
ISSN: 0170-4214 , 1099-1476
Publication language: English
Institution: School of Business Informatics and Mathematics > Probability Theory (Döring 2017-)
Pre-existing license: Creative Commons Attribution 4.0 International (CC BY 4.0)
Subject: 510 Mathematics
Keywords (English): consensus-based sampling , Fokker–Planck equation , mean-field limit , optimization , propagation of chaos , sampling




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