[PDF][PDF] Statistical optimal transport
Statistical Optimal Transport arXiv:2407.18163v1 [math.ST] 25 Jul 2024 Page 1 Statistical
Optimal Transport Sinho Chewi Yale Jonathan Niles-Weed NYU Philippe Rigollet MIT …
Optimal Transport Sinho Chewi Yale Jonathan Niles-Weed NYU Philippe Rigollet MIT …
Improved weak convergence for the long time simulation of Mean-field Langevin equations
X Chen, G Reis, W Stockinger, Z Wilde - arXiv preprint arXiv:2405.01346, 2024 - arxiv.org
We study the weak convergence behaviour of the Leimkuhler--Matthews method, a non-
Markovian Euler-type scheme with the same computational cost as the Euler scheme, for the …
Markovian Euler-type scheme with the same computational cost as the Euler scheme, for the …
Improved particle approximation error for mean field neural networks
A Nitanda - arXiv preprint arXiv:2405.15767, 2024 - arxiv.org
Mean-field Langevin dynamics (MFLD) minimizes an entropy-regularized nonlinear convex
functional defined over the space of probability distributions. MFLD has gained attention due …
functional defined over the space of probability distributions. MFLD has gained attention due …
Mean-Field Langevin Dynamics for Signed Measures via a Bilevel Approach
Mean-field Langevin dynamics (MLFD) is a class of interacting particle methods that tackle
convex optimization over probability measures on a manifold, which are scalable, versatile …
convex optimization over probability measures on a manifold, which are scalable, versatile …
Uniform log-Sobolev inequalites for mean field particles with flat-convex energy
S Wang - arXiv preprint arXiv:2408.03283, 2024 - arxiv.org
The purpose of this short note is to demonstrate uniform logarithmic Sobolev inequalities for
the mean field gradient particle systems associated to an energy functional that is convex in …
the mean field gradient particle systems associated to an energy functional that is convex in …
Theory and simulation of interacting particle systems and Mckean-Vlasov processes: the super measure class, ergodicity, and weak error
X Chen - 2024 - era.ed.ac.uk
This thesis is divided neatly into four collections of results. In the first and second parts, we
present an implicit Split-Step explicit Euler-type Method (SSM) for the simulation of McKean …
present an implicit Split-Step explicit Euler-type Method (SSM) for the simulation of McKean …