An Optimization Perspective on Log-concave Sampling - Sinho Chewi

Computer Science/Discrete Mathematics Seminar II Topic: An Optimization Perspective on Log-concave Sampling Speaker: Sinho Chewi Affiliation: Institute for Advanced Study Date: October 24, 2023 I will give an introduction to the problem of sampling from a strongly log-concave density on Euclidean space through the lens of convex optimization. In particular, I will focus on the interpretation, due to Jordan, Kinderlehrer, and Otto, of the Langevin diffusion as a Wasserstein gradient flow.