Towards a theory of complexity of sampling, inspired by optimization
February 3, 2023
Time: 3:00-4:00pm
Location: ESB 2012
Live presentation only
Pre-colloquium reception Tea/coffee and light snacks 2:15pm PIMS lounge ESB 4133
Sampling is a fundamental and widespread algorithmic primitive that lies at the heart of Bayesian inference and scientific computing, among other disciplines. Recent years have seen a flood of works aimed at laying down the theoretical underpinnings of sampling, in analogy to the fruitful and widely used theory of convex optimization. In this talk, I will discuss some of my work in this area, focusing on new convergence guarantees obtained via a proximal algorithm for sampling, as well as a new framework for studying the complexity of non-log-concave sampling.
Event Details
February 3, 2023
3:00pm
, , CA