8 papers
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…
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^{-…
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…
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…
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^…
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 …
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…
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…