Computer Science/Discrete Mathematics Seminar II
An Optimization Perspective on Log-Concave Sampling
I will give an introduction to the problem of sampling from a strongly log-concave density on Euclidean space through the lens of convex optimization. In particular, I will focus on the interpretation, due to Jordan, Kinderlehrer, and Otto, of the Langevin diffusion as a Wasserstein gradient flow.
Date & Time
October 24, 2023 | 10:30am – 12:30pm