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SUMMARY:Langevin dynamics with fast perturbation driven by Stratonovich no
 ise for enhancing probability measure sampling
DTSTART:20240515T160000
DTEND:20240515T170000
DTSTAMP:20260509T015721Z
UID:93e92e7ff52688cbd35b6b72255b304d9e5870e09a38f834c31bb493
CATEGORIES:Conferences - Seminars
DESCRIPTION:Gilles Vilmart (Uni Geneva)\nWe propose a perturbation of Lang
 evin dynamics for enhancing the sampling from probability measures in\, po
 ssibly\, high dimensional spaces. Precisely\, by perturbing Langevin dynam
 ics by a suitable Stratonovich noise that preserves the invariant measure 
 of the original system\, we show that accelerated convergence to equilibri
 um and reduced asymptotic variance can be achieved.\nThis talk is based on
  joint work with A. Abdulle† and G. A. Pavliotis (Imperial College Londo
 n).\n\n-- A Probability and Stochastic Analysis Seminar --
LOCATION:Bernoulli center
STATUS:CONFIRMED
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