arXiv subjects

Austin Stromme

Publications and source records attributed to Austin Stromme.

3 recordsLinked to original sources

arXiv2024

Provable Convergence and Limitations of Geometric Tempering for Langevin Dynamics

Geometric tempering is a popular approach to sampling from challenging multi-modal probability distributions by instead sampling from a sequence of distributions which interpolate, using the geometric mean, between an easier proposal distribution and the target distribution. In this paper, we theoretically investigate the soundness of this approach when the sampling algorithm is Langevin dynamics, proving both upper and lower bounds. Our upper bounds are the first analysis in the literature under functional inequalities. They assert the convergence of tempered Langevin in continuous and discrete-time, and their minimization leads to closed-form optimal tempering schedules for some pairs of proposal and target distributions. Our lower bounds demonstrate a simple case where the geometric tempering takes exponential time, and further reveal that the geometric tempering can suffer from poor functional inequalities and slow convergence, even when the target distribution is well-conditioned. Overall, our results indicate that geometric tempering may not help, and can even be harmful for convergence.

stat.ML↗

arXiv2017

Algebraic Properties of Generalized Graph Laplacians: Resistor Networks, Critical Groups, and Homological Algebra

We propose an algebraic framework for generalized graph Laplacians which unifies the study of resistor networks, the critical group, and the eigenvalues of the Laplacian and adjacency matrices. Given a graph with boundary $G$ together with a generalized Laplacian $L$ with entries in a commutative ring $R$, we define a generalized critical group $Υ_R(G,L)$. We relate $Υ_R(G,L)$ to spaces of harmonic functions on the network using the Hom, Tor, and Ext functors of homological algebra. We study how these algebraic objects transform under combinatorial operations on the network $(G,L)$, including harmonic morphisms, layer-stripping, duality, and symmetry. In particular, we use layer-stripping operations from the theory of resistor networks to systematize discrete harmonic continuation. This leads to an algebraic characterization of the graphs with boundary that can be completely layer-stripped, an algorithm for simplifying computation of $Υ_R(G,L)$, and upper bounds for the number of invariant factors in the critical group and the multiplicity of Laplacian eigenvalues in terms of geometric quantities.

math.CO↗

arXiv2015

Frog model wakeup time on the complete graph

The frog model is a system of random walks where active particles set sleeping particles in motion. On the complete graph with n vertices it is equivalent to a well-understood rumor spreading model. We given an alternate and elementary proof that the wake-up time, i.e. the expected time for every particle to be activated, is Theta(log n). Additionally, we give an explicit distributional equation for the wakeup time as a weighted sum of geometric random variables. This project was part of the University of Washington Research Experience for Undergraduates program.

math.PR↗