regular seminar Xusheng Zhang (University of Oxford)
at: 14:00 - 15:00 KCL, Strand room: S3.32 abstract: | A common challenge in using Markov chain for sampling from high-dimensional distributions is multimodality, where the chain may get trapped far from stationarity. However, this issue often applies only to worst-case initializations and can be mitigated by using high-entropy initializations, such as product or weakly correlated distributions. From such starting points, the dynamics can escape saddle points and spread mass correctly across dominant modes.
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