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About
President
Governance
Partner Institutions
Visit
People
Management
Faculty
Postdocs
Visiting Scholars
Staff
Research
Research Groups
Courses
Seminars
Join Us
Faculty
Postdocs
Students
Events
Conferences
Workshops
Forum
Life @ BIMSA
Accommodation
Transportation
Facilities
Tour
News
News
Announcement
Downloads
Qiuzhen College, Tsinghua University
Yau Mathematical Sciences Center, Tsinghua University (YMSC)
Tsinghua Sanya International  Mathematics Forum (TSIMF)
Shanghai Institute for Mathematics and  Interdisciplinary Sciences (SIMIS)
BIMSA > Seminar on Control Theory and Nonlinear Filtering An optimization perspective on log-concave sampling
An optimization perspective on log-concave sampling
Organizer
Shing Toung Yau
Speaker
Jia Yi Kang
Time
Wednesday, March 20, 2024 3:00 PM - 3:30 PM
Venue
理科楼A-304
Abstract
The primary contribution of this thesis is to advance the theory of complexity for sampling from a continuous probability density over R^d. Some highlights are included: a new analysis of the proximal sampler, taking inspiration from the proximal point algorithm in optimization; an improved and sharp analysis of the Metropolis-adjusted Langevin algorithm, yielding new state-of-the-art guarantees for high-accuracy log-concave sampling; the first lower bounds for the complexity of log-concave sampling; an analysis of mirror Langevin Monte Carlo for constrained sampling; and the development of a theory of approximate first-order stationarity in non-log-concave sampling.
Beijing Institute of Mathematical Sciences and Applications
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