arXiv Statistics ML By Denis Belomestny, Ekaterina Morozova

Nonparametric inference for density-dependent McKean--Vlasov diffusions

Read the original on arXiv Statistics ML →

arXiv:2609. 01166v1 Announce Type: cross Abstract: The present research is devoted to the nonparametric estimation of a density-dependent drift coefficient in a multivariate McKean--Vlasov diffusion from independent observations at a common time, as well as the stationary density.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Statistics ML.

arXiv Machine Learning
Sep 23

Penalized Nonreversible Langevin for Constrained Sampling

The paper introduces penalized nonreversible Langevin algorithms for sampling from a target distribution constrained to a compact convex set. It combines a squared distance penalty with skew-symmetric perturbations that preserve the penalized Gibbs distribution, and provides nonasymptotic total variation and Wasserstein bounds under various smoothness and contraction assumptions. Numerical experiments demonstrate the methods on constrained Bayesian regression, classification, neural networks, and truncated sampling, highlighting acceleration in a stochastic quadratic model.

By Pervez Ali, Weihao Dong, Xiaoyu Wang