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DTSTART:20230326T010000
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DTSTART:20231029T010000
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DTSTART;TZID=Europe/Helsinki:20231002T140000
DTEND;TZID=Europe/Helsinki:20231002T151500
DTSTAMP:20240803T064034
CREATED:20230926T042018Z
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SUMMARY:Anna KORBA (CREST) - Sampling with Mollified Interaction Energy Descent
DESCRIPTION:Statistical Seminar: Every Monday at 2:00 pm.\nTime: 2:00 pm – 3:15 pm\nDate: 2nd october 2023\nPlace : 3001 \n \nAnna KORBA – Sampling with Mollified Interaction Energy Descent \n \n \nAbstract: \n \nSampling from a target measure whose density is only known up to a normalization constant is a fundamental problem in computational statistics and machine learning. We present a new optimization-based method for sampling called mollified interaction energy descent (MIED)\, that minimizes an energy on probability measures called mollified interaction energie (MIE). The latter converges to the chi-square divergence with respect to the target measure and the gradient flow of the MIE agrees with that of the chi-square divergence\, as the mollifiers approach Dirac deltas. Optimizing this energy with proper discretization yields a practical first-order particle-based algorithm for sampling in both unconstrained and constrained domains. We show the performance of our algorithm on both unconstrained and constrained sampling in comparison to state-of-the-art alternatives. \n \nOrganizers:\nCristina BUTUCEA (CREST)\, Alexandre TSYBAKOV (CREST)\, Karim LOUNICI (CMAP) \, Jaouad MOURTADA (CREST)\nSponsors:\nCREST-CMAP \n
URL:https://crest.science/event/anna-korba-crest-sampling-with-mollified-interaction-energy-descent/
CATEGORIES:Statistics
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