Rapid convergence of the unadjusted langevin algorithm: Isoperimetry suffices

S Vempala, A Wibisono - Advances in neural information …, 2019 - proceedings.neurips.cc
Abstract We study the Unadjusted Langevin Algorithm (ULA) for sampling from a probability
distribution $\nu= e^{-f} $ on $\R^ n $. We prove a convergence guarantee in Kullback …

Kac's program in kinetic theory

S Mischler, C Mouhot - Inventiones mathematicae, 2013 - Springer
This paper is devoted to the study of propagation of chaos and mean-field limits for systems
of indistinguishable particles, undergoing collision processes. The prime examples we will …

Dimension-free log-Sobolev inequalities for mixture distributions

HB Chen, S Chewi, J Niles-Weed - Journal of Functional Analysis, 2021 - Elsevier
We prove that if (P x) x∈ X is a family of probability measures which satisfy the log-Sobolev
inequality and whose pairwise chi-squared divergences are uniformly bounded, and μ is …

Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape

G Menz, A Schlichting - 2014 - projecteuclid.org
We consider a diffusion on a potential landscape which is given by a smooth Hamiltonian
H:R^n→R in the regime of low temperature ε. We proof the Eyring–Kramers formula for the …

Monte carlo sampling without isoperimetry: A reverse diffusion approach

X Huang, H Dong, Y Hao, Y Ma, T Zhang - arXiv preprint arXiv:2307.02037, 2023 - arxiv.org
The efficacy of modern generative models is commonly contingent upon the precision of
score estimation along the diffusion path, with a focus on diffusion models and their ability to …

Stein's density method for multivariate continuous distributions

G Mijoule, M Raič, G Reinert… - Electronic Journal of …, 2023 - projecteuclid.org
This paper provides a general framework for Stein's density method for multivariate
continuous distributions. The approach associates to any probability density function a …

Functional inequalities for Gaussian convolutions of compactly supported measures: explicit bounds and dimension dependence

JB Bardet, N Gozlan, F Malrieu, PA Zitt - 2018 - projecteuclid.org
The aim of this paper is to establish various functional inequalities for the convolution of a
compactly supported measure and a standard Gaussian distribution on R^d. We especially …

A functional-space mean-field theory of partially-trained three-layer neural networks

Z Chen, E Vanden-Eijnden, J Bruna - arXiv preprint arXiv:2210.16286, 2022 - arxiv.org
To understand the training dynamics of neural networks (NNs), prior studies have
considered the infinite-width mean-field (MF) limit of two-layer NN, establishing theoretical …

Functional inequalities for Brownian motion on manifolds with sticky-reflecting boundary diffusion

M Bormann, M von Renesse, FY Wang - Probability Theory and Related …, 2024 - Springer
We prove geometric upper bounds for the Poincaré and Logarithmic Sobolev constants for
Brownian motion on manifolds with sticky reflecting boundary diffusion ie extended Wentzell …

An optimization perspective on log-concave sampling and beyond

S Chewi - 2023 - dspace.mit.edu
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 include: a new analysis of …