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Sponsored Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt

Author

Yi-Fan Chen

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Review Oct 2026

PICKLES: Covariance-Preconditioned Kinetic Langevin Ensemble Sampler

We propose a covariance-preconditioned kinetic Langevin ensemble sampler named PICKLES. This is a kinetic analogue of the affine invariant interacting Langevin dynamics (ALDI). PICKLES uses a rectangular covariance square root as a preconditioner to avoid computing matrix inverses or square roots, leading to position a...

Hong-Ye Tan, Stanley J. Osher, Yi-Fan Chen · 0 citations
Preprint Sep 2026

Geometric Ergodicity of Affine Invariant Ensemble Langevin and its Discrete Time Variants

Affine-invariant ensemble samplers are widely used in Bayesian applications. However, their quantitative convergence theory, in particular geometric ergodicity, remains a basic open question. We study the affine invariant ensemble Langevin dynamics, an interacting particle system that uses the empirical covariance of t...

Hong-Yew Tan, Yi-Fan Chen · 0 citations
Preprint Sep 2026

Geometric Ergodicity of Affine Invariant Ensemble Langevin and its Discrete Time Variants

Affine-invariant ensemble samplers are widely used in Bayesian applications. However, their quantitative convergence theory, in particular geometric ergodicity, remains a basic open question. We study the affine invariant ensemble Langevin dynamics, an interacting particle system that uses the empirical covariance of t...

Hong-Yew Tan, Yi-Fan Chen · 0 citations

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