Truncating noise in CBO bounds higher moments of the particle law and enables a rigorous proof of convergence in expectation to the global minimizer via Wasserstein-2 distance analysis under minimal assumptions.
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Consensus-Based Optimization with Truncated Noise
Truncating noise in CBO bounds higher moments of the particle law and enables a rigorous proof of convergence in expectation to the global minimizer via Wasserstein-2 distance analysis under minimal assumptions.