Related papers: On explicit $L^2$-convergence rate estimate for un…
In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…
We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…
The problem of estimating small transition probabilities for overdamped Langevin dynamics is considered. A simplification of Girsanov's formula is obtained in which the relationship between the infinitesimal generator of the underlying…
A large class of quantum and statistical field theoretical models, encompassing relevant condensed matter and non-abelian gauge systems, are defined in terms of complex actions. As the ordinary Monte-Carlo methods are useless in dealing…
Contraction in Wasserstein 1-distance with explicit rates is established for generalized Hamiltonian Monte Carlo with stochastic gradients under possibly nonconvex conditions. The algorithms considered include splitting schemes of kinetic…
This work deals with the large time behaviour of the spatially homogeneous Landau equation with Coulomb potential. Firstly, we obtain a bound from below of the entropy dissipation $D(f)$ by a weighted relative Fisher information of $f$ with…
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…
We develop a unified approach for establishing rates of decay for the Fourier transform of a wide class of dynamically defined measures. Among the key features of the method is the systematic use of the $L^2$-flattening theorem obtained in…
We analyze upwind difference methods for strongly degenerate convection-diffusion equations in several spatial dimensions. We prove that the local $L^1$-error between the exact and numerical solutions is $\mathcal{O}(\Delta x^{2/(19+d)})$,…
We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those…
This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed…
We study the convergence rates of the classical Lagrangian-based methods and their variants for solving convex optimization problems with equality constraints. We present a generalized prediction-correction framework to establish $O(1/K^2)$…
In this paper, we propose a new numerical method for the underdamped Langevin diffusion (ULD) and present a non-asymptotic analysis of its sampling error in the 2-Wasserstein distance when the $d$-dimensional target distribution…
We present new results of full QCD at nonzero chemical potential. In PRD 92, 094516 (2015) the complex Langevin method was shown to break down when the inverse coupling decreases and enters the transition region from the deconfined to the…
We study the mathematical properties of a nonequilibrium Langevin dynamics which can be used to estimate the shear viscosity of a system. More precisely, we prove a linear response result which allows to relate averages over the…
We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence on the time horizon. Compared to existing approaches, we…
We establish pointwise polynomial decay estimates in velocity space for the spatially inhomogeneous Boltzmann equation without cutoff, in the case of hard potentials ($\gamma +2s > 2$), under the assumption that the mass, energy, and…
The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…
We study the Langevin dynamics of a dipole diffusing in a random electrical field E derived from a quenched Gaussian potential. We show that in a suitable adiabatic limit (where the dynamics of the dipole moment is much faster than the…
In this paper, we quantitative convergence in $W_2$ for a family of Langevin-like stochastic processes that includes stochastic gradient descent and related gradient-based algorithms. Under certain regularity assumptions, we show that the…