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cs.LG2026
A Mathematical Introduction to Diffusion Models
Jianfeng Lu
These notes give a proof-oriented introduction to diffusion models from the viewpoint of sampling, tracing a single arc from classical sampling dynamics to modern diffusion sampler…
math.AP2026
A sharp hypocoercive entropy decay estimate for underdamped Langevin dynamics
Jianfeng Lu
We study the underdamped Langevin dynamics with invariant measure . Assume tha…
math.OC2026
Mirror Descent for Deterministic Optimal Control
Ye Feng, Jianfeng Lu
We study an explicit mirror-descent method for finite-horizon deterministic optimal control problems. The method is motivated by Pontryagin's maximum principle: at each iteration,…