Wei-Ye Gan

Accelerating Langevin Dynamics with Weighted Laplacian Flow: Global Well-Posedness and Exponential Convergence

We study an accelerated Langevin equation in which the classical overdamped Langevin drift is supplemented by a nonlocal gradient velocity determined through a target-weighted Poisson equation. The target $p$ is only assumed to be strictly positive and need not be normalized. Writing the dynamics in terms of $\omega=\l...

Weighted Laplacian Flow: A Deterministic Particle Flow with Provable Convergence

Weighted Laplacian Flow: A Deterministic Particle Flow with Exponential Convergence

We introduce weighted Laplacian flow (WLF), a deterministic particle-flow framework for sampling from a target distribution known only up to normalization. The proposed method evolves the logarithmic density ratio through a transport equation and determines the particle velocity from a target-weighted Poisson problem,...