Publications & Preprints

Published Papers

• V. Molin, A. Ringh, M. Schauer, A. Sharma, Controlled stochastic processes for simulated annealing, ESAIM: Control, Optimisation and Calculus of Variations, Vol. 32 (2026). Journal
• K. Bharath, A. Lewis, A. Sharma, M.V. Tretyakov, Sampling and estimation on manifolds using the Langevin diffusion, Journal of Machine Learning Research, Vol. 26, 1-50 (2025). Journal
• P.D. Hinds, A. Sharma, M.V. Tretyakov, Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications, Mathematical Models and Methods in Applied Sciences (2025).Journal
• B. Leimkuhler, A. Sharma, M.V. Tretyakov, Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions, Annals of Applied Probability 33, 1904-1960 (2023). Journal
• D. Kalise, A. Sharma, M.V. Tretyakov, Consensus-based optimization via jump-diffusion stochastic differential equations, Mathematical Models and Methods in Applied Sciences, Vol. 33, No. 02, pp. 289-339 (2023). Journal

Preprints

• A. Sharma, Switching Hamiltonian Monte Carlo for sampling from mixture distributions. arXiv link
• A. Nördenhog, A. Sharma, Score-based constrained generative modeling via Langevin diffusions with boundary conditions. arXiv link
• A. Sharma, Weak approximation of stochastic differential equations with sticky boundary conditions. arXiv link
• E. Janson, M. Schauer, R. Seyer, A. Sharma, Rebalancing Markov jump processes for non-reversible continuous-time sampling. arXiv link
• A. Ringh, A. Sharma, Kalman-Langevin dynamics: exponential convergence, particle approximation and numerical approximation. arXiv link
• B. Leimkuhler, A. Sharma, M.V. Tretyakov, Numerical integrators for confined Langevin dynamics. arXiv link