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Geometric Methods in Optimization and Sampling

Complexity of Sampling Working Group


Tentative weekly meeting times: Tuesdays 10am, Fridays 11am (with additional informal times to meet up and work on problems).

Meeting schedule:

Tues. 9/7: A brief overview of the state-of-the-art on sampling (Kevin/Sinho). (slides, recording)

Fri. 9/10: Mirror-Langevin (Sinho). Riemannian Langevin (Mufan). (Sinho's slides, Mufan's notes, recording)

Tues. 9/14: Sampling from polytopes (Kevin). (notes, recording)

Fri. 9/17: More sampling from polytopes (Kevin/Ruoqi). (Kevin's notes, Ruoqi's notes, recording)

Tues. 9/21: Lower bounds for sampling (Sinho). (notes, recording)

Fri. 9/24: Ideal HMC (Kwangjun). (recording)

Week of 9/27-10/1: No meetings; attend the workshop on Sampling Algorithms and Geometries on Probability Distributions instead!

Tues. 10/5: A status report on Rényi convergence of Langevin (Kevin/Sinho). (slides, recording)

Fri. 10/8: Cancelled.

Tues. 10/12: Working group on mirror-Langevin/MALA (not recorded).

Fri. 10/15: Shifted ODE discretization of underdamped Langevin (James). (slides, recording)

Tues. 10/19: Beyond log-concavity (Holden). (slides, recording)

Fri. 10/22: Beyond log-concavity (Andrej). (slides, recording)

Week of 10/25-10/29: No meetings due to the workshop on Dynamics and Discretization: PDEs, Sampling, and Optimization.

Tues. 11/2: Cancelled.

Fri. 11/5: Controlling the acceptance probability in MALA (Yuansi). (notes, recording)

Tues. 11/9: Sampling from non-smooth potentials (Yongxin). (notes, recording)

Fri. 11/12: Sampling as optimization in the space of measures (Andre). (slides, recording)

Tues. 11/16: Analysis of LMC from Poincaré to log-Sobolev (Matthew). (slides, recording)

Fri. 11/19: Primal-dual interpretation of the proximal Langevin algorithm (Adil). (recording) [Note: The audio was not recorded properly. See also Adil's talk at the earlier workshop.]

Week of 11/22-11/26: No meetings due to the Thanksgiving holiday.

Week of 11/29-12/3: No meetings due to the workshop on Optimization under Symmetry.

Tues. 12/7: Backward error analysis (Mufan). (slides, recording)

Fri. 12/10: Computational complexity of variational inference (Yian). (recording)

Tues. 12/14: SVGD (Ye). (slides, recording)

Fri. 12/17: Quantum sampling and annealing (Ruizhe). (slides, recording)

gmos21/start.txt · Last modified: 2021/12/17 21:43 by Sinho Chewi