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DTSTART:20260329T030000
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DTSTAMP:20260706T080258Z
UID:1784038500@ist.ac.at
DTSTART:20260714T161500
DTEND:20260714T180000
DESCRIPTION:Speaker: Lihan Wang\nhosted by Giovanni Briganti\nAbstract: Abs
 tract: In this talk\, we discuss the long-time behavior of three most com
 monly used piecewise deterministic samplers\, namely Randomized Hamiltonia
 n Monte Carlo (RHMC)\, Zigzag process (ZZP) and Bouncy Particle Sampler (B
 PS). All of these\, alongside kinetic Langevin dynamics\, are second-order
  lifts of the overdamped Langevin dynamics. The kinetic samplers are advan
 tageous due to its potentially accelerated long-time convergence rates and
  high accuracy in numerical implementation. We discuss the long-time behav
 ior of these samplers\, in both L^2 energy and relative entropy\, and show
 case the difference between these dynamics\, as well as the difference bet
 ween L^2 energy and entropy\, explaining why the convergence results in en
 tropy cannot be generalized to entropy. Joint works with Jianfeng Lu (Duke
 ) and Pierre Monmarché (U Gustave Eiffel).
LOCATION:Office Bldg West / Ground floor / Heinzel Seminar Room (I21.EG.101
 )\, ISTA
ORGANIZER:Birgit.Oosthuizen-Noczil@ist.ac.at
SUMMARY:Lihan Wang: Long-time behavior of piecewise deterministic samplers:
  from energy to entropy\, convergence and non-convergence
URL:https://talks-calendar.ista.ac.at/events/6545
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