Dear all, we are glad to announce the following *online*  seminar

*April  16, 2024,  12:15 PM*

Zoom: https://unive.zoom.us/j/85153268624?pwd=MzBhdlA2M1B2dThJQ2Y5T0EwUE5PZz09

*Speaker*: Francesca Romana Crucinio, King's College London

*Title*: A connection between Tempering and Entropic Mirror Descent

*Abstract:*

This talk explores the connections between tempering (for Sequential Monte Carlo; SMC) and entropic mirror descent to sample from a target probability distribution whose unnormalized density is known. We establish that tempering SMC corresponds to entropic mirror descent applied to the reverse Kullback-Leibler (KL) divergence and obtain convergence rates for the tempering iterates. Our result motivates the tempering iterates from an optimization point of view, showing that tempering can be seen as a descent scheme of the KL divergence with respect to the Fisher-Rao geometry, in contrast to Langevin dynamics that perform descent of the KL with respect to the Wasserstein-2 geometry. We exploit the connection between tempering and mirror descent iterates to justify common practices in SMC and derive adaptive tempering rules that improve over other alternative benchmarks in the literature.

Notes:

1) Visit this page https://www.unive.it/pag/41970/ for updates on our seminars.

2) I also take this opportunity to draw your attention to the following academic position

Senior Tenure-Track Assistant Professor (RTDB) in Statistics, Ca’ Foscari University of Venice, Italy Application Deadline: May 02, 2024 1:00pm (Italian Time)

More information about the call (in Italian and English) can be found at

https://www.unive.it/data/38002/?id=2024-UNVE000-0078551

Online application form

https://apps.unive.it/domandeconcorso-en/accesso_cf/rtdb-2024secss01psr

Informal enquiries about the job and the application process can be made to Professor Cristiano Varin cristiano.varin@unive.it

Best regards,

Carlo Gaetan