Sampling Using Diffusion Processes, From Langevin to Schrödinger

Explore the intricacies of sampling techniques using diffusion processes in this comprehensive lecture by Maxim Raginsky from the University of Illinois at Urbana-Champaign. Delve into the spectrum of methods ranging from Langevin dynamics to Schrödinger's approach, as part of the Geometric Methods in Optimization and Sampling Boot Camp. Over the course of 74 minutes, gain valuable insights into advanced sampling techniques and their applications in optimization and statistical inference.