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Fluctuation suppression and enhancement in interacting particle systems
【2022.6.10 7:00pm, 腾讯会议】

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 2022-5-28 

  Colloquia & Seminars 

  Speaker

李磊 副教授, 上海交通大学

  Title

Fluctuation suppression and enhancement in interacting particle systems

  Time

2022.06.10 19:00-20:00

  Venue

腾讯会议:418-664-040

  Abstract

The interacting particle systems can not only be used as particle methods for solving PDEs but also can be adopted for statistical sampling. I will talk about the effects of interaction on the fluctuation of empirical measures. The systems with positive definite interaction potentials tend to exhibit smaller fluctuation while systems with negative definite potentials tend to exhibit larger fluctuation, compared to the fluctuation in standard Monte Carlo sampling. This phenomenon may give some understanding to physical systems, and may help to understand the properties of some particle based variational inference sampling methods. 

  Affiliation

 

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