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03/16/2023
Variational Principles for Mirror Descent and Mirror Langevin Dynamics
Mirror descent, introduced by Nemirovski and Yudin in the 1970s, is a pr...
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02/05/2020
A mean-field theory of lazy training in two-layer neural nets: entropic regularization and controlled McKean-Vlasov dynamics
We consider the problem of universal approximation of functions by two-l...
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05/23/2019
Neural Stochastic Differential Equations: Deep Latent Gaussian Models in the Diffusion Limit
In deep latent Gaussian models, the latent variable is generated by a ti...
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03/05/2019
Theoretical guarantees for sampling and inference in generative models with latent diffusions
We introduce and study a class of probabilistic generative models, where...
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02/18/2018