AbstractSampling a target distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. Often, dynamical systems of probability densities are constructed to address this task, including MCMC and sequential Monte Carlo. Recently, gradient flows in the space of probability measures have been increasingly popular to generate this dynamical s...
AbstractIn this talk, we will be concerned with the isomonodromy equation corresponding to the linear differential system with coefficients u+A/z, and introduce the asymptotic behavior and series expansion of its solutions at a certain boundary point. Our main technique is to apply the Riemann-Hilbert mapping at this boundary point