Lecture 02: Kinetic samplers and hypocoercivity
Speaker:
Sinho Chewi, Yale University
Date and Time:
Wednesday, October 21, 2026 - 10:30am to 11:30am
Location:
Fields Institute, Room 230
Abstract:
Pushing further the analogy that sampling is a (convex) optimization problem on the space of measures, it is natural to ask whether we can accelerate, in the spirit of Nesterov's algorithm for convex optimization. I will introduce the underdamped Langevin diffusion and give an introduction to its accelerated hypocoercive convergence analysis, both in L^2 and also in KL, via Jianfeng Lu's recent Lyapunov analysis based on an optimal transport corrector.

