[Sds-seminars] S&DS In-Person Seminar, Sinho Chewi, 2/15, 4pm-5pm, "Towards a theory of complexity of sampling, inspired by optimization"

[elizavette.torres at yale.edu]

 <https://statistics.yale.edu/>     <https://statistics.yale.edu/>
Department of Statistics and Data Science  

In-Person seminars will be held at Mason Lab 211, 9 Hillhouse Avenue with
the option of virtual participation (
<https://yale.hosted.panopto.com/Panopto/Pages/Sessions/List.aspx?folderID=f
8b73c34-a27b-42a7-a073-af2d00f90ffa>
https://yale.hosted.panopto.com/Panopto/Pages/Sessions/List.aspx?folderID=f8
b73c34-a27b-42a7-a073-af2d00f90ffa)

 <https://0.0.0.10/> 3:30pm -   Pre-talk meet and greet teatime - Dana
House, 24 Hillhouse Avenue 


Sinho Chewi, MIT




Date: Wednesday, February 15, 2023

Time: 4:00PM to 5:00PM

Mason Lab 211
<http://maps.google.com/?q=9+Hillhouse+Ave%2C+New+Haven%2C+CT%2C+06511%2C+us
> see map 

9 Hillhouse Ave

New Haven, CT 06511

 <https://chewisinho.github.io/> Website 

 

Title: Towards a theory of complexity of sampling, inspired by optimization

 

Information and Abstract: 

Sampling is a fundamental and widespread algorithmic primitive that lies at
the heart of Bayesian inference and scientific computing, among other
disciplines. Recent years have seen a flood of works aimed at laying down
the theoretical underpinnings of sampling, in analogy to the fruitful and
widely used theory of convex optimization. In this talk, I will discuss some
of my work in this area, focusing on new convergence guarantees obtained via
a proximal algorithm for sampling, as well as a new framework for studying
the complexity of non-log-concave sampling.

 

In-Person seminars will be held at Mason Lab 211, 9 Hillhouse Avenue with
the option of virtual participation (
<https://yale.hosted.panopto.com/Panopto/Pages/Sessions/List.aspx?folderID=f
8b73c34-a27b-42a7-a073-af2d00f90ffa>
https://yale.hosted.panopto.com/Panopto/Pages/Sessions/List.aspx?folderID=f8
b73c34-a27b-42a7-a073-af2d00f90ffa)

 <https://0.0.0.10/> 3:30pm -   Pre-talk meet and greet teatime - Dana
House, 24 Hillhouse Avenue 


 


For more details and upcoming events visit our website at
<http://statistics.yale.edu/> http://statistics.yale.edu/ .


 


 


 


Department of Statistics and Data Science


Yale University
24 Hillhouse Avenue
New Haven, CT 06511

t 203.432.0666
f 203.432.0633

 

 

 

 

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