Related papers: Thinned Mean Field Langevin Dynamics
We propose a novel framework for exploring weak and $L_2$ generalization errors of algorithms through the lens of differential calculus on the space of probability measures. Specifically, we consider the KL-regularized empirical risk…
We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…
We propose a custom learning algorithm for shallow over-parameterized neural networks, i.e., networks with single hidden layer having infinite width. The infinite width of the hidden layer serves as an abstraction for the…
Gradient descent (GD) is known to converge quickly for convex objective functions, but it can be trapped at local minima. On the other hand, Langevin dynamics (LD) can explore the state space and find global minima, but in order to give…
Maximizing the Kullback-Leibler divergence (KLD) is a fundamental problem in waveform design for active sensing and hypothesis testing, as it directly relates to the error exponent of detection probability. However, the associated…
The ability to accurately model interatomic interactions in large-scale systems is fundamental to understanding a wide range of physical and chemical phenomena, from drug-protein binding to the behavior of next-generation materials. While…
This paper proposes a replica exchange preconditioned Langevin diffusion discretized by the Crank-Nicolson scheme (repCNLD) to handle high-dimensional and multi-modal distribution problems. Sampling from high-dimensional and multi-modal…
The mean field limits of systems of interacting diffusions (also called stochastic interacting particle systems (SIPS)) have been intensively studied since McKean \cite{mckean1966class}. The interacting diffusions pave a way to…
We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…
We develop a novel class of MCMC algorithms based on a stochastized Nesterov scheme. With an appropriate addition of noise, the result is a time-inhomogeneous underdamped Langevin equation, which we prove emits a specified target…
We establish the local asymptotic normality (LAN) property for estimating a multidimensional parameter in the drift of a system of $N$ interacting particles observed over a fixed time horizon in a mean-field regime $N \rightarrow \infty$.…
Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness,…
Mean-Field Ring Polymer Molecular Dynamics (MF-RPMD) is a powerful, efficient, and accurate method for approximate quantum dynamic simulations of multi-level system dynamics. Initial efforts to compute nonadiabatic reaction rates using…
We report on a simple strategy to treat mean-field limits of quantum mechanical systems in which a large number of particles weakly couple to a second-quantized radiation field. Extending the method of counting, introduced in [Lett. Math.…
Few-shot learning is a rapidly evolving area of research in machine learning where the goal is to classify unlabeled data with only one or "a few" labeled exemplary samples. Neural networks are typically trained to minimize a distance…
We introduce a nonparametric algorithm to learn interaction kernels of mean-field equations for 1st-order systems of interacting particles. The data consist of discrete space-time observations of the solution. By least squares with…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
Active systems, which are driven out of equilibrium by local non-conservative forces, exhibit unique behaviors and structures with potential utility for the design of novel materials. An important and difficult challenge along the path…
We introduce a new method to accurately and efficiently estimate the effective dynamics of collective variables in molecular simulations. Such reduced dynamics play an essential role in the study of a broad class of processes, ranging from…
Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC algorithm for Bayesian learning from large scale datasets. While SGLD with decreasing step sizes converges weakly to the posterior distribution, the algorithm is often…