2 papers
math.OC2025
Mean-Field Langevin Diffusions with Density-dependent Temperature
Yu-Jui Huang, Zachariah Malik
In the context of non-convex optimization, we let the temperature of a Langevin diffusion to depend on the diffusion's own density function. The rationale is that the induced densi…
stat.ML2024
A competitive baseline for deep learning enhanced data assimilation using conditional Gaussian ensemble Kalman filtering
Zachariah Malik, Romit Maulik
Ensemble Kalman Filtering (EnKF) is a popular technique for data assimilation, with far ranging applications. However, the vanilla EnKF framework is not well-defined when perturbat…