Estimating Normalizing Constants for Log-Concave Distributions - Algorithms and Lower Bounds
Association for Computing Machinery (ACM) via YouTube
Overview
Syllabus
Intro
Problem statement
Upper bound: Annealing
Upper bound: Multilevel Monte Carlo
Regular Monte Carlo
Sampling algorithm: Langevin dynamics
Discretizing Langevin dynamics
Coupling Langevin dynamics (Overdamped)
Lower bound for low dimensions
Proof idea
Distinguishing biased coins
Lower bound for high dimensions Take product distribution Partition de dimensions into
Conclusion
Taught by
Association for Computing Machinery (ACM)