Hamza Ruzayqat, KAUST, Saudi Arabia
Title: "Unbiased Estimation using the Underdamped Langevin Dynamics" Abstract: "In this talk, we look at sampling (unbiasedly) from probability measures that have non-negative Lebesgue density of the form $\pi(x) \propto exp(-U(x))$, with U being differentiable, via the underdamped Langevin dynamics,…