Explore the fundamental challenges in generative machine learning through this 28-minute lecture on query lower bounds for log-concave sampling. Delve into the central problem of sampling from probability distributions with prescribed densities, examining both simple and sophisticated algorithms like rejection sampling and Langevin-based models. Focus on the converse question of finding universal complexity lower bounds, specifically for cases where the log-density is a strictly concave smooth function. Discover how tight bounds in low dimensions are constructed using a modified version of Perron's sprouting technique for Kakeya sets. Gain insights from joint research conducted with experts from institutions such as IAS, Microsoft Research, and MIT.
Overview
Syllabus
Jaume de Dios Pont: Query lower bounds for log-concave sampling
Taught by
Hausdorff Center for Mathematics