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TZID:Europe/Vienna
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DTSTART:20260329T030000
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DTSTAMP:20260716T201923Z
UID:1784038500@ist.ac.at
DTSTART:20260714T161500
DTEND:20260714T180000
DESCRIPTION:Speaker: Lihan Wang\nhosted by Giovanni Brigati\nAbstract: Abst
 ract: In this talk\, we discuss the long-time behavior of three most comm
 only used piecewise deterministic samplers\, namely Randomized Hamiltonian
  Monte Carlo (RHMC)\, Zigzag process (ZZP) and Bouncy Particle Sampler (BP
 S). All of these\, alongside kinetic Langevin dynamics\, are second-order 
 lifts of the overdamped Langevin dynamics. The kinetic samplers are advant
 ageous due to its potentially accelerated long-time convergence rates and 
 high accuracy in numerical implementation. We discuss the long-time behavi
 or of these samplers\, in both L^2 energy and relative entropy\, and showc
 ase the difference between these dynamics\, as well as the difference betw
 een L^2 energy and entropy\, explaining why the convergence results in ent
 ropy 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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