Stat Cafe - Dr. Austin Brown
Some Applications of Optimal Transport to Markov Chain Monte Carlo
- Time: Tuesday 11/18/2025 from 11:10 AM to 12:25 PM
- Location: BLOC 448
Description
This talk is an overview of the tools I use from optimal transport theory to study the reliability of Markov chain Monte Carlo (MCMC) algorithms. MCMC is a powerful simulation method for generating samples from a target distribution, but ensuring a reliable simulation remains a difficult task in general. I will present some of my research that studies lower bounds to gain insight into diagnosing failure in MCMC simulations and can provide necessary tuning parameters to avoid such failure. I will also present some applications of optimal transport to sampling via probability flows and some research directions I intend to pursue.
Our Speaker
Dr. Austin Brown is an Assistant Professor in the Department of Statistics at Texas A&M University where he joined August 2025. Previously, Dr. Brown was a Postdoctoral Fellow in statistics at the University of Toronto supervised by Jeffrey Rosenthal, and a Research Fellow at the University of Warwick supervised by Krzysztof Łatuszyński and Gareth Roberts. He completed my PhD in statistics at the University of Minnesota, Twin Cities in August 2022, where his advisor was Galin Jones.