All Day

Optimization for ML and AI Seminar: A survey of the mixing times of the Proximal Sampler algorithm

HDSI 123 and Virtual 3234 Matthews Ln, La Jolla

Andre Wibisono, Yale University Abstract: Sampling is a fundamental algorithmic task with many connections to optimization. In this talk, we survey a recent algorithm for sampling known as the Proximal Sampler, which can be seen as a proximal discretization of the continuous-time Langevin dynamics, and achieves the current state-of-the-art iteration complexity for sampling in discrete […]