I am postdoc at the Department of Decision Sciences, Bocconi University since Sep 2024. Prior, I was postdoc at Laboratoire Jacques-Louis Lions (LJLL), Sorbonne Université. I completed my PhD in 2022 at the Department of Mathematics, Imperial College London, under the supervision of Greg Pavliotis and Nikolas Kantas.

Email: martin.chak (at) unibocconi.it

Research

Links: [Google scholar] [arxiv]

Preprints:

On theoretical guarantees and a blessing of dimensionality for nonconvex sampling, 2024 [arxiv]

Publications:

(w/ T Lelièvre, G Stoltz, U Vaes) Optimal importance sampling for overdamped Langevin dynamics, Bernoulli (to appear), 2025+ [arxiv][hal]

(w/ P Monmarché) Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case, IMA J. Numer. Anal., 2025 [arxiv][journal]

Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions, Probab. Theory Related Fields, 2024 [arxiv][journal][article]

(w/ N Kantas, T Lelièvre, GA Pavliotis) Optimal friction matrix for underdamped Langevin sampling, M2AN Math. Model. Numer. Anal., 2023 [arxiv][hal][journal]

(w/ N Kantas, GA Pavliotis) On the Generalised Langevin Equation for Simulated Annealing, SIAM/ASA J. Uncertain. Quantif., 2023 [arxiv][journal]

My PhD thesis can be found here.