Toward algorithms for linear response and sampling

CDSNS Colloquium
Friday, April 14, 2023 - 3:30pm for 1 hour (actually 50 minutes)
Skiles 006 and Online
Nisha Chandramoorthy – Georgia Tech –
Alex Blumenthal, Jorge Gonzalez

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Abstract: Linear response refers to the smooth change in the statistics of an observable in a dynamical system in response to a smooth parameter change in the dynamics. The computation of linear response has been a challenge, despite work pioneered by Ruelle giving a rigorous formula in Anosov systems. This is because typical linear perturbation-based methods are not applicable due to their instability in chaotic systems. Here, we give a new differentiable splitting of the parameter perturbation vector field, which leaves the resulting split Ruelle's formula amenable to efficient computation. A key ingredient of the overall algorithm, called space-split sensitivity, is a new recursive method to differentiate quantities along the unstable manifold.

In the second part, we discuss a new KAM method-inspired construction of transport maps. Transport maps are transformations between the sample space of a source (which is generally easy to sample) and a target (typically non-Gaussian) probability distribution. The new construction arises from an infinite-dimensional generalization of a Newton method to find the zero of a "score operator". We define such a score operator that gives the difference of the score -- gradient of logarithm of density -- of a transported distribution from the target score. The new construction is iterative, enjoys fast convergence under smoothness assumptions, and does not make a parametric ansatz on the transport map.