Entropy Dissipation for General Langevin Dynamics and its Application
发布时间：2023年06月12日
浏览次数：2294
发布者: He Liu
主讲人： Qi Feng (University of Michigan)
活动时间： 从 2023-06-14 09:00 到 10:00
场地： 线上
In this talk, I will discuss long-time dynamical behaviors of Langevin dynamics, including Langevin dynamics on Lie groups and mean-field underdamped Langevin dynamics. We provide unified Hessian matrix conditions for different drift and diffusion coefficients. This matrix condition is derived from the dissipation of a selected Lyapunov functional, namely the auxiliary Fisher information functional. We verify the proposed matrix conditions in various examples. I will also talk about the application in distribution sampling and optimization. This talk is based on several joint works with Erhan Bayraktar and Wuchen Li.
https://meeting.tencent.com/dm/qOG6GfFGmj1R
腾讯会议：170-798-917
会议密码：320260
