3 papers
math.AP2024
Some properties on the reversibility and the linear response theory of Langevin dynamics
Yuan Gao, Jian-Guo Liu, Zibu Liu
Linear response theory is a fundamental framework studying the macroscopic response of a physical system to an external perturbation. This paper focuses on the rigorous mathematica…
math.CA2022
Convergence of Oja's online principal component flow
Jian-Guo Liu, Zibu Liu
Online principal component analysis (PCA) has been an efficient tool in practice to reduce dimension. However, convergence properties of the corresponding ODE are still unknown, in…
stat.ML2019
A stochastic version of Stein Variational Gradient Descent for efficient sampling
Lei Li, Yingzhou Li, Jian-Guo Liu +2
We propose in this work RBM-SVGD, a stochastic version of Stein Variational Gradient Descent (SVGD) method for efficiently sampling from a given probability measure and thus useful…