Entropy Dissipation for General Langevin Dynamics and its Application
Time: 2023-06-12
Published By: He Liu
Speaker(s): Qi Feng (University of Michigan)
Time: 09:00-10:00 June 14, 2023
Venue: Online
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
