34 citations · 212 across the 40 of their papers we have counts for
4 papers · 1 filter
Quantitative Propagation of Chaos in the bimolecular chemical reaction-diffusion model
Tau Shean Lim, Yulong Lu, James Nolen
We study a stochastic system of interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle carries two attributes: the spatial…
Accelerating Langevin Sampling with Birth-death
Yulong Lu, Jianfeng Lu, James Nolen
A fundamental problem in Bayesian inference and statistical machine learning is to efficiently sample from multimodal distributions. Due to metastability, multimodal distributions…
Geometric ergodicity of Langevin dynamics with Coulomb interactions
Yulong Lu, Jonathan C. Mattingly
This paper is concerned with the long time behavior of Langevin dynamics of {\em Coulomb gases} in with , that is a second order system of Brownian particle…
Uniform-in-Time Weak Error Analysis for Stochastic Gradient Descent Algorithms via Diffusion Approximation
Yuanyuan Feng, Tingran Gao, Lei Li +2
Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the back…