2 papers
math.PR2026
Long-time reverse transportation inequalities for non-globally-dissipative Langevin dynamics
Jianfeng Lu, Yuliang Wang
We establish a dimension-free, uniform-in-time reverse transportation inequality for Langevin dynamics with non-convex potentials. This inequality controls the Rényi divergence of…
stat.CO2026
Guidance for twisted particle filter: a continuous-time perspective
Jianfeng Lu, Yuliang Wang
The particle filter (PF), also known as sequential Monte Carlo (SMC), approximates high-dimensional probability distributions and their normalizing constants in the discrete-time s…