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High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm

5 May 2016

Papers citing "High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm"

50 / 145 papers shown

Title
Stability of Mean-Field Variational Inference Shunan Sheng Bohan Wu Alberto González-Sanz Marcel Nutz 18 0 0 09 Jun 2025
Geometry Meets Incentives: Sample-Efficient Incentivized Exploration with Linear Contexts Benjamin Schiffer Mark Sellke 52 0 0 02 Jun 2025
Preconditioned Langevin Dynamics with Score-Based Generative Models for Infinite-Dimensional Linear Bayesian Inverse Problems Lorenzo Baldassari Josselin Garnier Knut Solna Maarten V. de Hoop DiffM 38 0 0 23 May 2025
Improving the evaluation of samplers on multi-modal targets Louis Grenioux Maxence Noble Marylou Gabrié 454 0 0 11 Apr 2025
Differential privacy guarantees of Markov chain Monte Carlo algorithms Andrea Bertazzi Tim Johnston Gareth O. Roberts Alain Durmus 68 0 0 24 Feb 2025
Diffusion at Absolute Zero: Langevin Sampling Using Successive Moreau Envelopes [conference paper] Andreas Habring Alexander Falk Thomas Pock 106 0 0 03 Feb 2025
Random Reshuffling for Stochastic Gradient Langevin Dynamics Luke Shaw Peter A. Whalley 175 3 0 28 Jan 2025
Non-geodesically-convex optimization in the Wasserstein space Hoang Phuc Hau Luu Hanlin Yu Bernardo Williams Petrus Mikkola Marcelo Hartmann Kai Puolamaki Arto Klami 131 2 0 08 Jan 2025
Provable Convergence and Limitations of Geometric Tempering for Langevin Dynamics Omar Chehab Anna Korba Austin Stromme Adrien Vacher 160 4 0 13 Oct 2024
Proximal Interacting Particle Langevin Algorithms Paula Cordero Encinar F. R. Crucinio O. Deniz Akyildiz 109 5 0 20 Jun 2024
Taming the Interacting Particle Langevin Algorithm: The Superlinear case Tim Johnston Nikolaos Makras Sotirios Sabanis 111 2 0 28 Mar 2024
On high-dimensional classification by sparse generalized Bayesian logistic regression The Tien Mai 65 2 0 19 Mar 2024
Parallelized Midpoint Randomization for Langevin Monte Carlo Lu Yu A. Dalalyan 75 7 0 22 Feb 2024
Learning Rate Free Sampling in Constrained Domains Louis Sharrock Lester W. Mackey Christopher Nemeth 78 2 0 24 May 2023
Accelerate Langevin Sampling with Birth-Death Process and Exploration Component Lezhi Tan Jianfeng Lu 60 4 0 06 May 2023
Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation Ö. Deniz Akyildiz F. R. Crucinio Mark Girolami Tim Johnston Sotirios Sabanis 134 13 0 23 Mar 2023
Non-asymptotic analysis of Langevin-type Monte Carlo algorithms Shogo H. Nakakita 86 0 0 22 Mar 2023
ELF: Federated Langevin Algorithms with Primal, Dual and Bidirectional Compression Avetik G. Karagulyan Peter Richtárik FedML 64 6 0 08 Mar 2023
Efficient Informed Proposals for Discrete Distributions via Newton's Series Approximation Yue Xiang Dongyao Zhu Bowen Lei Dongkuan Xu Ruqi Zhang 71 6 0 27 Feb 2023
Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers Benjamin J. Zhang Youssef M. Marzouk K. Spiliopoulos 81 0 0 14 Feb 2023
Stochastic Langevin Monte Carlo for (weakly) log-concave posterior distributions Marelys Crespo Navas S. Gadat X. Gendre 78 0 0 08 Jan 2023
Posterior-Variance-Based Error Quantification for Inverse Problems in Imaging Dominik Narnhofer Andreas Habring M. Holler Thomas Pock 74 14 0 23 Dec 2022
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration Nawaf Bou-Rabee Milo Marsden 76 13 0 20 Nov 2022
Asynchronous Bayesian Learning over a Network Kinjal Bhar H. Bai Jemin George Carl E. Busart FedML 56 0 0 16 Nov 2022
Jump-Diffusion Langevin Dynamics for Multimodal Posterior Sampling Jacopo Guidolin Vyacheslav Kungurtsev Ondvrej Kuvzelka BDL 38 0 0 02 Nov 2022
Federated Averaging Langevin Dynamics: Toward a unified theory and new algorithms Vincent Plassier Alain Durmus Eric Moulines FedML 108 7 0 31 Oct 2022
Preferential Subsampling for Stochastic Gradient Langevin Dynamics Srshti Putcha Christopher Nemeth Paul Fearnhead 50 0 0 28 Oct 2022
$Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient$ Langevin dynamics based algorithm e-TH $\varepsilon$ O POULA for stochastic optimization problems with discontinuous stochastic gradient Dongjae Lim Ariel Neufeld Sotirios Sabanis Ying Zhang 66 7 0 24 Oct 2022
Gaussian-Bernoulli RBMs Without Tears Renjie Liao Simon Kornblith Mengye Ren David J. Fleet Geoffrey E. Hinton BDL OOD 47 13 0 19 Oct 2022
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 105 25 0 16 Oct 2022
Fisher information lower bounds for sampling Sinho Chewi P. Gerber Holden Lee Chen Lu 115 15 0 05 Oct 2022
On free energy barriers in Gaussian priors and failure of cold start MCMC for high-dimensional unimodal distributions Afonso S. Bandeira Antoine Maillard Richard Nickl Sven Wang 83 10 0 05 Sep 2022
Tuning Stochastic Gradient Algorithms for Statistical Inference via Large-Sample Asymptotics Jeffrey Negrea Jun Yang Haoyue Feng Daniel M. Roy Jonathan H. Huggins 53 1 0 25 Jul 2022
Bregman Proximal Langevin Monte Carlo via Bregman--Moreau Envelopes Tim Tsz-Kit Lau Han Liu 127 7 0 10 Jul 2022
Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting Ariel Neufeld Matthew Ng Cheng En Ying Zhang 85 12 0 06 Jul 2022
A Langevin-like Sampler for Discrete Distributions Ruqi Zhang Xingchao Liu Qiang Liu BDL 61 42 0 20 Jun 2022
Concentration analysis of multivariate elliptic diffusion processes Cathrine Aeckerle-Willems Claudia Strauch Lukas Trottner 96 1 0 07 Jun 2022
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition Lukang Sun Avetik G. Karagulyan Peter Richtárik 88 19 0 01 Jun 2022
Privacy of Noisy Stochastic Gradient Descent: More Iterations without More Privacy Loss Jason M. Altschuler Kunal Talwar FedML 146 61 0 27 May 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 90 15 0 26 Feb 2022
HMC and underdamped Langevin united in the unadjusted convex smooth case Nicolai Gouraud Pierre Le Bris Adrien Majka Pierre Monmarché 82 12 0 02 Feb 2022
Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials D. Nguyen 58 5 0 17 Dec 2021
Bounding Wasserstein distance with couplings N. Biswas Lester W. Mackey 78 8 0 06 Dec 2021
Optimal friction matrix for underdamped Langevin sampling Martin Chak N. Kantas T. Lelièvre G. Pavliotis 54 10 0 30 Nov 2021
Exact Convergence Analysis for Metropolis-Hastings Independence Samplers in Wasserstein Distances Austin R. Brown Galin L. Jones 69 7 0 19 Nov 2021
Statistical Finite Elements via Langevin Dynamics Ömer Deniz Akyildiz Connor Duffin Sotirios Sabanis Mark Girolami 82 11 0 21 Oct 2021
When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint Y. Freund Yi-An Ma Tong Zhang 72 16 0 05 Oct 2021
Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling Keru Wu S. Schmidler Yuansi Chen 127 54 0 27 Sep 2021
Sqrt(d) Dimension Dependence of Langevin Monte Carlo Ruilin Li H. Zha Molei Tao 94 29 0 08 Sep 2021
Convergence of position-dependent MALA with application to conditional simulation in GLMMs Vivekananda Roy Lijin Zhang 67 8 0 28 Aug 2021