4 papers · 1 filter
Convergence of Langevin AIS for multimodal distributions
Akshat Agarwal, Gautam Iyer, Aidan Jameson +2
We study convergence rates of the annealed importance sampling algorithm (Neal '01) combined with Langevin Monte Carlo when the target is a multimodal Gibbs measure. The main resul…
Convergence of Empirical Measures for i.i.d. samples in
Gautam Iyer, Raghavendra Venkatraman
Given i.i.d. samples from a probability measure on , we study the rate of convergence of the empirical measure in the negative Sobolev space $W…
Residual Diffusivity for Expanding Bernoulli Maps
William Cooperman, Gautam Iyer, James Nolen
Consider a discrete time Markov process on that makes a deterministic jump based on its current location, and then takes a small Gaussian step of variance $ε^…
Exponentially mixing flows with slow enhanced dissipation
William Cooperman, Gautam Iyer, Keefer Rowan +1
Consider a passive scalar which is advected by an incompressible flow and has small molecular diffusivity . Previous results show that if is exponentially mixing and $C…