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Established in 2020, POSTECH Mathematical Institute for Data Science (MINDS) is the community of researchers in the areas of fundamental data science, machine learning, artificial intelligence, scientific computing, and humanitarian data science. MINDS mission is to provide a platform for collaboration among researchers and to provide various opportunities for students in data science. MINDS also aims to use our data science research to serve our local and global communities pursuing humanitarian data science.

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MINDS Seminar Series | U-Jin Choi (KAIST) - Rapid Convergence of Unadjusted Langevin Algorithm (ULA) by Vempala and Wibisono.

MINDS SEMINAR
period : 2024-06-18 ~ 2024-06-18
time : 10:00:00 ~ 12:00:00
개최 장소 : Online streaming (Zoom)
Topic : Rapid Convergence of Unadjusted Langevin Algorithm (ULA) by Vempala and Wibisono.
개요
Date 2024-06-18 ~ 2024-06-18 Time 10:00:00 ~ 12:00:00
Speaker U-Jin Choi Affiliation KAIST
Place Online streaming (Zoom) Streaming link ID : 688 896 1076 / PW : 54321
Topic Rapid Convergence of Unadjusted Langevin Algorithm (ULA) by Vempala and Wibisono.
Contents 높은 고차원의 Target 확율분포 p=Exp(-f) 부터 데이터를 샘플링하는 난해한 문제를 Optimization Problem 관점에서 접근 하여 , p가 log-Sobolev Inequality 또는 Poincare' Inequality를 만족 할 때 Langevin Dynamics( Ito Diffusion)이 Kullback-Liebler Divergence, Renyi Divergence, Warsserstein Distance를 Minimizing하는 continuous time optimal generating 하는 SDE이고 discrete-time generating algorithm(ULA)의 수렴성을 증명하였다. 따라서 ULA가 이론적으로 근사적으로 최적화 된 샘플생성 알고리즘임을 볼수 있다.
MinDS MinDS · 2024-06-11 08:47 · Views 24

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