22 citations · 45 across the 8 of their papers we have counts for
8 papers
Optimizing Irreversible Perturbations of the Unadjusted Langevin Algorithm
Qianyu Julie Zhu, Youssef Marzouk, Konstantinos Spiliopoulos +1
Irreversible perturbations accelerate the convergence of Langevin dynamics, breaking detailed balance while preserving the invariant measure. The design of optimal irreversible per…
A mean-field games laboratory for generative modeling
Benjamin J. Zhang, Markos A. Katsoulakis
We demonstrate the versatility of mean-field games (MFGs) as a mathematical framework for explaining, enhancing, and designing generative models. In generative flows, a Lagrangian…
Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers
Benjamin J. Zhang, Youssef M. Marzouk, Konstantinos Spiliopoulos
Langevin dynamics are widely used in sampling high-dimensional, non-Gaussian distributions whose densities are known up to a normalizing constant. In particular, there is strong in…
Alignments Between Galaxies and the Cosmic Web at in the IllustrisTNG Simulations
Benjamin Zhang, Khee-Gan Lee, Alex Krolewski +3
Galaxy formation theories predict that galaxy shapes and angular momenta have non-random alignments with the cosmic web. This leads to so-called intrinsic alignment between pairs o…
Computing eigenfunctions of the multidimensional Ornstein-Uhlenbeck operator
Benjamin J. Zhang, Tuhin Sahai, Youssef M. Marzouk
We discuss approaches to computing eigenfunctions of the Ornstein--Uhlenbeck (OU) operator in more than two dimensions. While the spectrum of the OU operator and theoretical proper…
Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics
Benjamin J. Zhang, Youssef M. Marzouk, Konstantinos Spiliopoulos
We introduce a novel geometry-informed irreversible perturbation that accelerates convergence of the Langevin algorithm for Bayesian computation. It is well documented that there e…
A Koopman framework for rare event simulation in stochastic differential equations
Benjamin Zhang, Tuhin Sahai, Youssef Marzouk
We exploit the relationship between the stochastic Koopman operator and the Kolmogorov backward equation to construct importance sampling schemes for stochastic differential equati…
TARDIS Paper II: Synergistic Density Reconstruction from Lyman-alpha Forest and Spectroscopic Galaxy Surveys with Applications to Protoclusters and the Cosmic Web
Benjamin Horowitz, Benjamin Zhang, Khee-Gan Lee +1
In this work we expand upon the Tomographic Absorption Reconstruction and Density Inference Scheme (TARDIS) in order to include multiple tracers while reconstructing matter density…