Beyond propagation of chaos: A stochastic algorithm for mean-field optimization

Series
Stochastics Seminar
Time
Thursday, February 5, 2026 - 3:30pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Chandan Tankala – University of Oregon – chandant@uoregon.eduhttps://chandantankala.github.io/
Organizer
Dmitrii Ostrovskii

Sampling and mean-field optimization can be viewed as optimization in the space of probability distributions. Stochastic optimization algorithms like stochastic gradient descent have been immensely successful for optimization over Euclidean spaces. However, the infinite-dimensional space of probability distributions poses unique challenges. In this talk, I will discuss my recent work on the design and analysis of a stochastic algorithm for mean-field optimization with applications to the increasingly studied area of mean-field neural networks.