I am Songbo Wang (汪嵩博), currently a PhD candidate in CMAP at the École polytechnique, which recently became part of the Institut polytechnique de Paris.
I work in probability theory, and more specifically, stochastic analysis, with applications in machine learning and physics.
A complete CV is available in PDF (English, français, 简体中文).
Email: songbo.wang@polytechnique.edu
Education
- 2021–, PhD candidate, Institut polytechnique de Paris
- 2017–2021, Élève, École normale supérieure
- 2014–2018, Bachelor, Peking University
Publications and preprints
- Size of chaos for Gibbs measures of mean field interacting diffusions
With Zhenjie Ren
Preprint. [arXiv] - Uniform log-Sobolev inequalities for mean field particles with flat-convex energy
Preprint. [arXiv] - 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
Electronic Journal of Probability. [DOI, HAL, 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, HAL, arXiv] - Mean field optimization problem regularized by Fisher information
With Julien Claisse, Giovanni Conforti and Zhenjie Ren
Preprint. [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] - Entropic fictitious play for mean field optimization problem
With Fan Chen and Zhenjie Ren
Journal of Machine Learning Research. [JMLR, HAL, 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
- 2025-01-08: Analysis Research Interaction Team, Peking University, Beijing, China
- 2024-09-26: Mathematical insights from markets, control, and learning, Aussois, France
- 2024-09-11: Conference for the 50th Anniversary of CMAP, École polytechnique, Palaiseau, France
- 2024-07-02: Working Group Probability and Analysis, École polytechnique, Palaiseau, France
- 2024-06-18: Working Group Probability and Analysis, École polytechnique, Palaiseau, France
- 2024-04-24: Analysis Research Interaction Team, Peking University, online
- 2024-03-05: Working Group Markov, Sorbonne Université, Paris, France
- 2024-02-27: Working Group Stochastic Method and Finance, École des Ponts, Champs-sur-Marne, France
- 2024-01-19: 16th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus, Métabief, France
- 2024-01-12: Bachelier PhD Student Seminar, 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: FiME PhD Student Seminar, Institut Henri Poincaré, Paris, France
- 2023-10-11: CMAP and CMLS PhD Student Seminar, École polytechnique, Palaiseau, France
- 2023-06-08: Seminar of Forschergruppe 2402, online
- 2023-03-13: LPSM PhD Student Working Group, Sorbonne Université, Paris, France
- 2023-03-02: Sichuan Normal University, online
- 2023-02-17: FiME PhD Student Seminar, Institut Henri Poincaré, Paris, France
- 2022-08-31: MAS Days 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: Probability Days 2022, Orbey, France (slides)
- 2022-03-04: CEREMADE Winter School 2022, Saint-Pierre-Canivet, France (slides)
- 2021-11-23: Course of Marcel Nutz Introduction to Entropic Optimal Transport, Sorbonne Université, Paris, France
- 2021-10-19: ASCII Seminar, Saint-Rémy-lès-Chevreuse, France
Research stays
- 2025-01: Peking University, one week
Links
- My thesis project on theses.fr
- My arXiv preprints
- My zbMATH profile
- My Google scholar profile