SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/page/2/?tribe-bar-date=2019-09-01

Venerdi 19 Gennaio 2024, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:

------------------------------------------------ Speaker: Francesca Crucinio (ENSEAE, France)

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 is a numerical approximation of entropic mirror descent applied to the 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 used as an alternative to Langevin-based algorithms to minimize the KL divergence. We exploit the connection between tempering and mirror descent iterates to justify common practices in SMC and propose improvements to algorithms in literature. ------------------------------------------------

Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting https://us02web.zoom.us/j/85042791274?pwd=V05aejBLYXEyL1lRNURFMUZIcy9PUT09

Il seminario è organizzato dalla "de Castro" Statistics Initiative

www.carloalberto.org/stats