4 papers
A hierarchical entropy method for the delocalization of bias in high-dimensional Langevin Monte Carlo
Daniel Lacker, Fuzhong Zhou
The unadjusted Langevin algorithm is widely used for sampling from complex high-dimensional distributions. It is well known to be biased, with the bias typically scaling linearly w…
Quantitative propagation of chaos for non-exchangeable diffusions via first-passage percolation
Daniel Lacker, Lane Chun Yeung, Fuzhong Zhou
This paper develops a non-asymptotic approach to mean field approximations for systems of diffusive particles interacting pairwise. The interaction strengths are not identical,…
Graphon Mean Field Games with a Representative Player: Analysis and Learning Algorithm
Fuzhong Zhou, Chenyu Zhang, Xu Chen +1
We propose a discrete time graphon game formulation on continuous state and action spaces using a representative player to study stochastic games with heterogeneous interaction amo…
Fine-tuning of diffusion models via stochastic control: entropy regularization and beyond
Wenpin Tang, Fuzhong Zhou
This paper aims to develop and provide a rigorous treatment to the problem of entropy regularized fine-tuning in the context of continuous-time diffusion models, which was recently…