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SUMMARY:Convergence behaviour of unadjusted kinetic Langevin sampler [Ober
 seminar Stochastics]
DTSTART:20251218T153000Z
DTEND:20251218T163000Z
DTSTAMP:20260308T035100Z
UID:indico-event-1020@math-events.uni-bonn.de
DESCRIPTION:Speakers: Joscha Henheik (Institute of Science and Technology 
 Austria)\n\nIn this talk\, we study sampling from a probability density mi
 nimizing a givenfree energy by using unadjusted kinetic Langevin samplers 
 applied to interacting particle systems.We show quantitative convergence e
 stimates in relative entropy and L1-Wasserstein distance for second-order 
 splitting schemes using two differentapproaches. In both regimes three sou
 rces of errors arise\, the number of par-ticles\, the discretization step 
 size and the length of the trajectory. Using a cou-pling construction the 
 L1-Wasserstein bounds hold for small Lipschitz contin-uous interaction for
 ces and do not require strong convex confining potentialsbut include also 
 multi-well potentials. Through a Lyapunov-based analysis thebounds on rela
 tive entropy are obtained under general conditions (regularity\,moments\, 
 log-Sobolev inequality)\, for which we then provide tractable conditions.T
 he talk is based on joint work with Pierre Monmarché (arXiv:2412.03560)an
 d Peter A. Whalley (arXiv:2405.09992).\nhttps://wt.iam.uni-bonn.de/fileadm
 in/WT/Inhalt/oberseminar/2025_12_18_Katharina_Schuh.pdf\n\nhttps://math-ev
 ents.uni-bonn.de/event/1020/
LOCATION:Endenicher Allee 60/1-016 - Lipschitzsaal (Mathezentrum)
URL:https://math-events.uni-bonn.de/event/1020/
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