Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials

no code implementations • 17 Dec 2021 • Dao Nguyen

Discretization of continuous-time diffusion processes is a widely recognized method for sampling.

Optimization of Fully Controlled Sweeping Processes

no code implementations • 21 Dec 2020 • Tan H. Cao, Giovanni Colombo, Boris S. Mordukhovich, Dao Nguyen

The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets and additive perturbations.

Optimization and Control 49J52, 49J53, 49K24, 49M25

Estimating Feature-Label Dependence Using Gini Distance Statistics

1 code implementation • 5 Jun 2019 • Silu Zhang, Xin Dang, Dao Nguyen, Dawn Wilkins, Yixin Chen

Uniform convergence bounds and asymptotic bounds are derived for the test statistics.

Density Estimation