On the Mean-Field Limit of Consensus-Based Methods

@article{Koss2026Mean,
    author = {Koß, Marvin and Weissmann, Simon and Zech, Jakob},
    title = {On the Mean-Field Limit of Consensus-Based Methods},
    journal = {Mathematical Methods in the Applied Sciences},
    volume = {49},
    number = {5},
    pages = {4214-4240},
    keywords = {consensus-based sampling, Fokker–Planck equation, mean-field limit, optimization, propagation of chaos, sampling},
    doi = {https://doi.org/10.1002/mma.70343},
    url = {https://onlinelibrary.wiley.com/doi/abs/10.1002/mma.70343},
    eprint = {https://arxiv.org/abs/2409.03518},
    year = {2026}
}