Syllabus (subjected to changes):
Overview of sampling & applications. Draft notes for Lecture 1
+ Approximate sampling and approximate counting
+ Total variation distance, coupling for distributions, data processing inequality.
+ Some example algorithms/stochastic processes for sampling: the Glauber dynamics, auto-regression, masked diffusion.
Markov chains and mixing time: an introduction Lecture 2
+ Stationary distribution, ergodicity, reversibility, mixing time
+ Example: random walk on graphs
Spectral gap, Poincaré inequality, (modified) Log-Sobolev inequality
Conductance, Cheeger's inequality Lecture 4
Equivalence between approximate sampling and counting
Equivalence between approximate sampling and counting (continue) Concentration inequalities: Lecture 6 Concentration Inequalities
Path coupling + Dobrushin condition Lecture 7
Overview of sampling from Ising models (4/22)
& 10. Hardness of sampling from low-temperatured Ising models (4/29-5/4) Lecture 9-10
11. Measure decomposition via stochastic localization
12. Spectral independence, entropic independence, and bounded covariance
13. Bounding covariance via trickle-down
14. Sampling from continuous domains I: Langevin dynamics
15. Sampling from continuous domains II: Continuous and discrete diffusion models
16-17. Quantum Markov chains Slides on quantum to classical spectral gap comparison for Davies generator
18. Quantum Monte-Carlo: computing the partition function of transverse-field Ising model (TFIM) Slides on partition function of TFIM