30 citations · 92 across the 11 of their papers we have counts for
11 papers
Wasserstein gradient flows of Maximum Mean Discrepancy with energy kernels
Matthew Rosenzweig, Dejan Slepčev, Lihan Wang
We study the Wasserstein gradient flow of the squared Maximum Mean Discrepancy (MMD) generated by the nonsmooth energy kernels , . In dimensions , the co…
On the entropic convergence for piecewise deterministic samplers: speedup and obstruction
Pierre Monmarché, Lihan Wang
For piecewise deterministic samplers such as Randomized Hamiltonian Monte Carlo (RHMC), Bouncy Particle Sampler (BPS) or Zig-Zag Process (ZZP), long-time exponential convergence ra…
Artificial boundary conditions for random ellitpic systems with correlated coefficient field
Nicolas Clozeau, Lihan Wang
We are interested in numerical algorithms for computing the electrical field generated by a charge distribution localized on scale in an infinite heterogeneous correlated rando…
The Gaussian free-field as a stream function: asymptotics of effective diffusivity in infra-red cut-off
Georgiana Chatzigeorgiou, Peter Morfe, Felix Otto +1
We analyze the large-time asymptotics of a passive tracer with drift equal to the curl of the Gaussian free field in two dimensions with ultra-violet cut-off at scale unity. We pro…
Birth-death dynamics for sampling: Global convergence, approximations and their asymptotics
Yulong Lu, Dejan Slepčev, Lihan Wang
Motivated by the challenge of sampling Gibbs measures with nonconvex potentials, we study a continuum birth-death dynamics. We improve results in previous works [51,57] and provide…
Optimal artificial boundary conditions based on second-order correctors for three dimensional random elliptic media
Jianfeng Lu, Felix Otto, Lihan Wang
We are interested in numerical algorithms for computing the electrical field generated by a charge distribution localized on scale in an infinite heterogeneous medium, in a…
Complexity of zigzag sampling algorithm for strongly log-concave distributions
Jianfeng Lu, Lihan Wang
We study the computational complexity of zigzag sampling algorithm for strongly log-concave distributions. The zigzag process has the advantage of not requiring time discretization…
On explicit -convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms
Jianfeng Lu, Lihan Wang
We establish -exponential convergence rate for three popular piecewise deterministic Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the zigzag p…
Complexity of randomized algorithms for underdamped Langevin dynamics
Yu Cao, Jianfeng Lu, Lihan Wang
We establish an information complexity lower bound of randomized algorithms for simulating underdamped Langevin dynamics. More specifically, we prove that the worst strong er…
On explicit -convergence rate estimate for underdamped Langevin dynamics
Yu Cao, Jianfeng Lu, Lihan Wang
We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in distance, based on a framework developed in [1]. To achieve this, we firs…
Numerical methods for stochastic differential equations based on Gaussian mixture
Lei Li, Jianfeng Lu, Jonathan Mattingly +1
We develop in this work a numerical method for stochastic differential equations (SDEs) with weak second order accuracy based on Gaussian mixture. Unlike the conventional higher or…