IFML Seminar: 02/27/26 - A survey of the mixing times of the Proximal Sampler algorithm

Abstract: Sampling is a fundamental algorithmic task with many connections to optimization. In this talk, we survey a recent algorithm for sampling known as the Proximal Sampler, which can be seen as a proximal discretization of the continuous-time Langevin dynamics, and achieves the current state-of-the-art iteration complexity for sampling in discrete time. We survey the mixing time guarantees of the Proximal Sampler algorithm and show they match the guarantees for the Langevin dynamics. When the target distribution satisfies log-concavity or isoperimetry, the Proximal Sampler has rapid convergence guarantees. We illustrate the proof technique via the strong data processing inequality along the Gaussian channel and its time reversal under isoperimetry.

Bio: Andre Wibisono is an assistant professor in the Department of Computer Science at Yale University, with a secondary appointment in the Department of Statistics & Data Science. His research interests are in the design and analysis of algorithms for machine learning, in particular for problems in optimization, sampling, and game theory. He received his BS degrees in Mathematics and in Computer Science from MIT, his MEng in Computer Science from MIT, his MA in Statistics from UC Berkeley, and his PhD in Computer Science from UC Berkeley. He has done postdoctoral research at the University of Wisconsin-Madison and at the Georgia Institute of Technology.

Zoom link: https://utexas.zoom.us/j/84254847215