“数字+”与统计数据工程系列讲座（六十六）6月20日北京理工大学张希承教授来中心讲座预告

讲座题目：

New algorithms for samplings and diffusion models

主讲人：张希承

讲座时间：2024年6月20日（周四）15:30-16:30

讲座地点：综合楼644会议室

主讲人简介：

张希承，北京理工大学数学与统计学院教授。研究方向主要为随机分析及其应用。曾获国家自然科学基金杰出青年项目资助以及国家高层次人才支持计划。目前在国际期刊发表一百余篇学术论文。

讲座摘要：

Drawing from the theory of stochastic differential equations, we introduce  a new sampling method for  known distributions,as well as a new algorithm for diffusion generative models with  unknown distributions. Our approach is inspired by the concept of the reverse diffusion process, which has been widespread adoption in diffusion generative models. Furthermore, we compute the explicit convergence rate based on the smooth ODE flow. Numerical experiments exhibit the effectiveness of our method. In particular, unlike the traditional Langevin method, our sampling method does not require any regularity assumptions about the density function of the target distribution. We also apply it to the optimization problem.