Since Sep 2022, I am postdoc at Laboratoire Jacques-Louis Lions (LJLL), Sorbonne Université. Prior, I was PhD candidate in the Department of Mathematics, Imperial College London, under the supervision of Prof. Greg Pavliotis and Dr Nikolas Kantas.

Email: martin.chak (at) sorbonne-universite.fr

Research

Links: [Google scholar] [arxiv]

Preprints:

Chak M, Monmarché P, 2023, Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case [arxiv]

Chak M, Lelièvre T, Stoltz G, Vaes U, 2023, Optimal importance sampling for overdamped Langevin dynamics [arxiv]

Chak M, 2022, Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions [arxiv]

Publications:

Chak M, Kantas N, Lelièvre T, Pavliotis GA, 2023, Optimal friction matrix for underdamped Langevin sampling, ESAIM: M2AN [arxiv][hal][journal]

Chak M, Kantas N, Pavliotis GA, 2023, On the Generalised Langevin Equation for Simulated Annealing, SIAM/ASA JUQ [arxiv][journal]

My PhD thesis can be found here.