YoVDO

Sampling Using Diffusion Processes, From Langevin to Schrödinger

Offered By: Simons Institute via YouTube

Tags

Sampling Courses Langevin Dynamics Courses

Course Description

Overview

Explore the intricacies of sampling techniques using diffusion processes in this comprehensive lecture by Maxim Raginsky from the University of Illinois at Urbana-Champaign. Delve into the spectrum of methods ranging from Langevin dynamics to Schrödinger's approach, as part of the Geometric Methods in Optimization and Sampling Boot Camp. Over the course of 74 minutes, gain valuable insights into advanced sampling techniques and their applications in optimization and statistical inference.

Syllabus

Sampling Using Diffusion Processes, from Langevin to Schrödinger


Taught by

Simons Institute

Related Courses

Insights on Gradient-Based Algorithms in High-Dimensional Learning
Simons Institute via YouTube
Estimating Normalizing Constants for Log-Concave Distributions - Algorithms and Lower Bounds
Association for Computing Machinery (ACM) via YouTube
Stochastic Analysis and Geometric Functional Inequalities
Hausdorff Center for Mathematics via YouTube
Speeding up Langevin Dynamics by Mixing
Society for Industrial and Applied Mathematics via YouTube
Optimal Transport and High-Dimensional Probability - Langevin Dynamics via Calculus
Institute for Mathematical Sciences via YouTube