I am Songbo Wang (汪嵩博), currently a PhD student at Centre de mathématiques appliquées (CMAP), École polytechnique, IP Paris.
I work in probability theory, and more specifically, stochastic processes, with applications in machine learning and physics.
A complete CV is available in PDF format (English, français, 简体中文).
Contact: songbo.wang@polytechnique.edu
Education
- 2021–2024 (Expected), PhD student, École polytechnique
- 2017–2021, Élève, École normale supérieure
- 2014–2018, Bachelor, Peking University
Publications and preprints
- Sharp local propagation of chaos for mean field particles with
\(W^{-1,\infty}\) kernels
Preprint. [arXiv] - Time-uniform log-Sobolev inequalities and applications
to propagation of chaos
With Pierre Monmarché and Zhenjie Ren.
Preprint. [arXiv] - Self-interacting approximation to McKean–Vlasov long-time limit:
a Markov chain Monte Carlo method
With Kai Du, Zhenjie Ren and Florin Suciu.
Preprint. [arXiv] - Logarithmic Sobolev inequalities for non-equilibrium steady states
With Pierre Monmarché.
Preprint. [arXiv] - Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics
With Fan Chen, Yiqing Lin and Zhenjie Ren.
Electronic Journal of Probability. [DOI, arXiv] - Uniform-in-time propagation of chaos for mean field Langevin dynamics
With Fan Chen and Zhenjie Ren.
To appear in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. [arXiv] - Mean field optimization problem regularized by Fisher information
With Julien Claisse, Giovanni Conforti and Zhenjie Ren.
Preprint. [arXiv] - Entropic fictitious play for mean field optimization problem
With Fan Chen and Zhenjie Ren.
Journal of Machine Learning Research. [JMLR, arXiv] - Scalable quantum tomography with fidelity estimation
With Heng Fan, Zhaoyu Han, Zeyang Li, Liangzhu Mu, Jun Wang and Lei Wang.
Physical Review A. [DOI, arXiv]
Coauthors
In alphabetic order: Fan Chen (陈帆), Julien Claisse, Giovanni Conforti, Kai Du (杜恺), Heng Fan (范桁), Florin Suciu, Zhaoyu Han (韩兆宇), Pierre Monmarché, Liangzhu Mu (穆良柱), Zeyang Li (李泽阳), Yiqing Lin (林一青), Zhenjie Ren (任振杰), Jun Wang (王峻), Lei Wang (王磊).
Talks and posters
Upcoming
Past
- 2024-04-24: Analysis Research Interaction Team, Peking University, online
- 2024-03-05: Groupe de Travail Markov, Sorbonne Université, Paris, France
- 2024-02-27: Groupe de Travail Méthodes Stochastiques et Finance, École des Ponts, Champs-sur-Marne, France
- 2024-01-19: 16ème Colloque Bachelier en Mathématiques Financières et Calcul Stochastique, Métabief, France
- 2024-01-12: Séminaire Bachelier des doctorants, Institut Henri Poincaré, Paris, France
- 2023-12-20: Mean field interactions with singular kernels and their approximations, Institut Henri Poincaré, Paris, France
- 2023-10-20: Séminaire des doctorants de FIME, Institut Henri Poincaré, Paris, France
- 2023-10-11: Séminaire des doctorants du CMAP et du CMLS, École polytechnique, Palaiseau, France
- 2023-06-08: Seminar of Forschergruppe 2402, online
- 2023-03-13: Groupe de travail des thésards du LPSM, Sorbonne Université, Paris, France
- 2023-03-02: Sichuan Normal University, online
- 2023-02-17: Séminaire des doctorants de FIME, Institut Henri Poincaré, Paris, France
- 2022-08-31: Journées MAS 2022, Université de Rouen-Normandie, Rouen, France (slides)
- 2022-06-29: 9th International Colloquium on Backward Stochastic Differential Equations, Annecy, France (slides)
- 2022-06-01: Journées de Probabilités 2022, Orbey, France (slides)
- 2022-03-04: CEREMADE Winter School 2022, Saint-Pierre-Canivet, France (slides)
- 2021-11-23: Cours de Marcel Nutz Introduction to Entropic Optimal Transport, Sorbonne Université, Paris, France
- 2021-10-19: Séminaire ASCII, Saint-Rémy-lès-Chevreuse, France
Links
- My thesis project on theses.fr
- My arXiv preprints
- My Google scholar profile