Matthew S. Zhang

activity

20242026

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Showing 2026Show all

7 papers · 1 filter

math.ST2026

Sharp dimensional analysis of midpoint methods for Langevin sampling

Fan Chen, Sinho Chewi, Jianfeng Lu +1

We study deterministic and randomized midpoint discretizations of Langevin dynamics for a target $π \propto e^{- V}$ , where $0 ≺ α I ⪯ \nabla^{2} V ⪯ β I$ and $κ = β / α$ . To achi…

math.ST2026

High-accuracy simulation of Picard HMC, part I: Gaussian cloud correction

Fan Chen, Sinho Chewi, Jianfeng Lu +1

We study the problem of sampling from a continuous density $π \propto exp (- V)$ on $R^{d}$ , where $V \in C^{2} (R^{d})$ has a $β$ -Lipschitz gradient and $π$ satisfies a loga…

math.ST2026

Smoothed Picard Hamiltonian Monte Carlo

Fan Chen, Sinho Chewi, Jianfeng Lu +1

We develop a new low-accuracy sampler, called smoothed Picard Hamiltonian Monte Carlo, which combines Gaussian smoothing, Picard iteration, and higher-order discretization. For a l…

math.ST2026

Accelerated High-Accuracy Sampling from a Warm Start via the Proximal Bouncy Particle Sampler

Fan Chen, Sinho Chewi, Jianfeng Lu +1

We study the problem of sampling from $μ (d x) \propto e^{- V (x)} d x$ on $R^{d}$ , where $V$ is $α$ -strongly convex and $β$ -smooth, and write $κ := β / α$ . We desi…

cs.DS2026

Exact simulation of diffusions and improved algorithms for log-concave sampling

Fan Chen, Sinho Chewi, Alexander Rakhlin +1

We study exact simulation of diffusions via rejection sampling on path space using unbiased estimators of the density ratio obtained from Girsanov's theorem. When applied to the un…

cs.DS2026

Algorithmic warm starts for Hamiltonian Monte Carlo

Matthew S. Zhang, Jason M. Altschuler, Sinho Chewi

Generating samples from a continuous probability density is a central algorithmic problem across statistics, engineering, and the sciences. For high-dimensional settings, Hamiltoni…

math.PR2026

Sharp propagation of chaos in Rényi divergence

Matthew S. Zhang

We establish sharp rates for propagation of chaos in Rényi divergences for interacting diffusion systems at stationarity. Building upon the entropic hierarchy established in Lacker…