activity
20242026
collaborators

8 papers

math.PR2026

Convergence of Langevin AIS for multimodal distributions

Akshat Agarwal, Gautam Iyer, Aidan Jameson +2

We study convergence rates of the annealed importance sampling algorithm (Neal '01) combined with Langevin Monte Carlo when the target is a multimodal Gibbs measure. The main resul…

math.PR2025

Convergence of Empirical Measures for i.i.d. samples in

Gautam Iyer, Raghavendra Venkatraman

Given i.i.d. samples from a probability measure on , we study the rate of convergence of the empirical measure in the negative Sobolev space $W^{-…

math.AP2025

Incompressible 2D Euler equations with non-decaying random initial vorticity

Gautam Iyer, Milton C. Lopes Filho, Helena J. Nussenzveig Lopes

Consider a random initial vorticity , where is bounded and compactly supported and are independent, uniformly bounded, m…

math.ST2025

Time-complexity of sampling from a multimodal distribution using sequential Monte Carlo

Ruiyu Han, Gautam Iyer, Dejan Slepčev

We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric anne…

math.PR2025

Exponentially mixing flows with slow enhanced dissipation

William Cooperman, Gautam Iyer, Keefer Rowan +1

Consider a passive scalar which is advected by an incompressible flow and has small molecular diffusivity . Previous results show that if is exponentially mixing and $C^…

math.PR2025

Residual Diffusivity for Expanding Bernoulli Maps

William Cooperman, Gautam Iyer, James Nolen

Consider a discrete time Markov process on that makes a deterministic jump based on its current location, and then takes a small Gaussian step of variance …

math.DS2024

Residual Diffusivity for Noisy Bernoulli Maps

Gautam Iyer, James Nolen

Consider a discrete time Markov process on that makes a deterministic jump prescribed by a map , and then takes a…

math.DS2024

A Harris theorem for enhanced dissipation, and an example of Pierrehumbert

William Cooperman, Gautam Iyer, Seungjae Son

In many situations, the combined effect of advection and diffusion greatly increases the rate of convergence to equilibrium -- a phenomenon known as enhanced dissipation. Here we s…