报告人:王小捷
报告地点:腾讯会议ID: 978513822
报告时间:2025年05月29日星期四21:00-21:30
邀请人:数学与统计学院
报告摘要:
Generating samples from a high dimensional probability distribution is a fundamental task with wide-ranging applications in the area of scientific computing, statistics and machine learning. This talk will revisit some existing sampling algorithms based on time discretizations of stochastic differential equations (SDEs). New error bounds will be then provided for the considered sampling algorithms without log-concavity. Also, numerical experiments will be presented to corroborate the theoretical findings.
主讲人简介:
王小捷,中南大学数学与统计学院教授、博士生导师,研究兴趣为随机微分方程数值方法、数据科学中的高维分布采样算法、生成式人工智能领域中的扩散模型、计算金融等。在上述领域取得一系列创新成果,论文发表在SIAM Journal on Numerical Analysis、Mathematics of Computation、SIAM Journal on Scientific Computing、IMA Journal of Numerical Analysis、Journal of Computational Physics、Stochastic Processes and their Applications、Automatica、ICML等计算数学、概率论、自动化领域的国际权威刊物或机器学习和人工智能顶级会议。主持3项国家自然科学基金面上项目、湖南省自然科学基金杰出青年项目等科研项目。