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#Langevin Dynamics

Showing: 10 courses
Simons Institute

Sampling Using Diffusion Processes, From Langevin to Schrödinger

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Explore diffusion processes in sampling, from Langevin dynamics to Schrödinger bridges, with insights on geometric methods in optimization and their applications.
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1 Lesons
1 hour 14 minutes
On-Demand
Free-Video
Hausdorff Center for Mathematics

Stochastic Analysis and Geometric Functional Inequalities

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Explore methods for proving functional inequalities in hypoelliptic diffusions, including geometric and probabilistic approaches, with applications to Langevin dynamics ergodicity.
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1 Lesons
56 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Speeding up Langevin Dynamics by Mixing

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Explore a method to accelerate Langevin dynamics using mixing drift, improving convergence to stationary distribution in polynomial time for systems with multiple local minima.
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1 Lesons
1 hour 1 minute
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Constrained Stochastic Processes: From Brownian Motion to Run-and-Tumble Particles

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Explore constrained stochastic processes, including Brownian motion, Lévy flights, and run-and-tumble particles. Learn effective dynamics for generating constrained trajectories in various scenarios.
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1 Lesons
32 minutes
On-Demand
Free-Video
Institute for Mathematical Sciences

Optimal Transport and High-Dimensional Probability - Langevin Dynamics via Calculus

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Explore optimal transport, high-dimensional probability, and Langevin dynamics through advanced calculus techniques in this mathematical deep dive.
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1 Lesons
54 minutes
On-Demand
Free-Video
Galileo Galilei Institute

Introduction to the Dynamics of Disordered Systems - Equilibrium and Gradient Descent - Part 3

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Explore equilibrium dynamics and gradient descent in disordered systems, focusing on theoretical concepts and practical applications in statistical physics and optimization.
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1 Lesons
1 hour 36 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Discovering Dynamic Laws from Observations: The Case of Self-Propelled Particles

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Explore machine learning techniques for uncovering forces in active matter systems, from cellular to animal scales. Learn to extract local dynamics crucial for understanding collective phenomena.
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1 Lesons
26 minutes
On-Demand
Free-Video
Association for Computing Machinery (ACM)

Estimating Normalizing Constants for Log-Concave Distributions - Algorithms and Lower Bounds

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Explore algorithms and lower bounds for estimating normalizing constants in log-concave distributions, covering annealing, Monte Carlo methods, and Langevin dynamics.
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13 Lesons
26 minutes
On-Demand
Free-Video
Simons Institute

Insights on Gradient-Based Algorithms in High-Dimensional Learning

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Explore gradient-based algorithms in high-dimensional learning, covering statistical physics solutions for performance analysis in nonconvex settings like spiked mixed matrix-tensor model, perceptron, and phase retrieval.
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29 Lesons
1 hour
On-Demand
Free-Video
Probabilistic AI School

Diffusion Models

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Explore advanced concepts in diffusion models, including theory, applications, and recent developments in probabilistic AI.
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1 Lesons
1 hour 9 minutes
On-Demand
Free-Video