A Hamilton-Jacobi-based proximal operator

DOI10.1073/PNAS.2220469120MaRDI QIDQ7017216zbMATH OpenFDO

Authors Stanley Osher, Howard Heaton, Samy Wu Fung

Publication date 6 March 2025

Published in Proceedings of the National Academy of Sciences of the United States of America (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1073/PNAS.2220469120

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Nonconvex programming, global optimization (90C26)

Cited in

(4)

• Diffusion at absolute zero: Langevin sampling using successive Moreau envelopes
• Laplace meets Moreau: smooth approximation to infimal convolutions using Laplace's method
• A localized consensus-based sampling algorithm
• Wasserstein proximal operators describe score-based generative models and resolve memorization

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