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Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent

16 April 2017

Papers citing "Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent"

50 / 70 papers shown

Title
Mixing Time of the Proximal Sampler in Relative Fisher Information via Strong Data Processing Inequality Andre Wibisono 122 1 0 01 Jul 2025
Entropy-Guided Sampling of Flat Modes in Discrete Spaces Pinaki Mohanty Riddhiman Bhattacharya Ruqi Zhang 434 0 0 05 May 2025
Random Reshuffling for Stochastic Gradient Langevin Dynamics Luke Shaw Peter A. Whalley 177 3 0 28 Jan 2025
Parallelized Midpoint Randomization for Langevin Monte Carlo Lu Yu A. Dalalyan 75 7 0 22 Feb 2024
Connecting NTK and NNGP: A Unified Theoretical Framework for Wide Neural Network Learning Dynamics Yehonatan Avidan Qianyi Li H. Sompolinsky 133 8 0 08 Sep 2023
Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation Ö. Deniz Akyildiz F. R. Crucinio Mark Girolami Tim Johnston Sotirios Sabanis 136 13 0 23 Mar 2023
Fast Replica Exchange Stochastic Gradient Langevin Dynamics Guanxun Li Guang Lin Zecheng Zhang Quan Zhou 437 4 0 05 Jan 2023
Asynchronous Bayesian Learning over a Network Kinjal Bhar H. Bai Jemin George Carl E. Busart FedML 56 0 0 16 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
$Langevin dynamics based algorithm e-TH$\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
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
Condition-number-independent convergence rate of Riemannian Hamiltonian Monte Carlo with numerical integrators Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 88 12 0 13 Oct 2022
Bregman Proximal Langevin Monte Carlo via Bregman--Moreau Envelopes Tim Tsz-Kit Lau Han Liu 127 7 0 10 Jul 2022
Langevin Monte Carlo for Contextual Bandits Pan Xu Hongkai Zheng Eric Mazumdar Kamyar Azizzadenesheli Anima Anandkumar 85 28 0 22 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
Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimization Yuri Kinoshita Taiji Suzuki 87 17 0 30 Mar 2022
Convex Analysis of the Mean Field Langevin Dynamics Atsushi Nitanda Denny Wu Taiji Suzuki MLT 159 66 0 25 Jan 2022
Sqrt(d) Dimension Dependence of Langevin Monte Carlo Ruilin Li H. Zha Molei Tao 94 29 0 08 Sep 2021
Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function Dongjae Lim Ariel Neufeld Sotirios Sabanis Ying Zhang 80 20 0 19 Jul 2021
Convergence Analysis of Schr{ö}dinger-F{ö}llmer Sampler without Convexity Yuling Jiao Lican Kang Yanyan Liu Youzhou Zhou OT 50 6 0 10 Jul 2021
Sampling with Mirrored Stein Operators Jiaxin Shi Chang-rui Liu Lester W. Mackey 140 19 0 23 Jun 2021
Schr{ö}dinger-F{ö}llmer Sampler: Sampling without Ergodicity Jian Huang Yuling Jiao Lican Kang Xu Liao Jin Liu Yanyan Liu 98 27 0 21 Jun 2021
Polygonal Unadjusted Langevin Algorithms: Creating stable and efficient adaptive algorithms for neural networks Dong-Young Lim Sotirios Sabanis 97 12 0 28 May 2021
Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations J. Sanz-Serna K. Zygalakis 71 23 0 26 Apr 2021
From Sampling to Optimization on Discrete Domains with Applications to Determinant Maximization Nima Anari T. Vuong 89 9 0 10 Feb 2021
The Langevin Monte Carlo algorithm in the non-smooth log-concave case Joseph Lehec 76 30 0 26 Jan 2021
Unadjusted Langevin algorithm for non-convex weakly smooth potentials D. Nguyen Xin Dang Yixin Chen 78 14 0 16 Jan 2021
The shifted ODE method for underdamped Langevin MCMC James Foster Terry Lyons Harald Oberhauser 93 16 0 10 Jan 2021
Particle Dual Averaging: Optimization of Mean Field Neural Networks with Global Convergence Rate Analysis Atsushi Nitanda Denny Wu Taiji Suzuki 86 29 0 31 Dec 2020
State-Dependent Temperature Control for Langevin Diffusions Xuefeng Gao Z. Xu X. Zhou 96 28 0 15 Nov 2020
On the Ergodicity, Bias and Asymptotic Normality of Randomized Midpoint Sampling Method Ye He Krishnakumar Balasubramanian Murat A. Erdogdu 66 35 0 06 Nov 2020
Riemannian Langevin Algorithm for Solving Semidefinite Programs Mufan Li Murat A. Erdogdu 118 29 0 21 Oct 2020
Faster Convergence of Stochastic Gradient Langevin Dynamics for Non-Log-Concave Sampling Difan Zou Pan Xu Quanquan Gu 108 36 0 19 Oct 2020
Fast Convergence of Langevin Dynamics on Manifold: Geodesics meet Log-Sobolev Tianlin Li Qi Lei Ioannis Panageas 65 20 0 11 Oct 2020
SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence Sinho Chewi Thibaut Le Gouic Chen Lu Tyler Maunu Philippe Rigollet 100 70 0 03 Jun 2020
On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness Murat A. Erdogdu Rasa Hosseinzadeh 88 77 0 27 May 2020
Fast Convergence for Langevin Diffusion with Manifold Structure Ankur Moitra Andrej Risteski 66 7 0 13 Feb 2020
Wasserstein Control of Mirror Langevin Monte Carlo Kelvin Shuangjian Zhang Gabriel Peyré M. Fadili Marcelo Pereyra 71 66 0 11 Feb 2020
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 84 37 0 10 Feb 2020
Maximum entropy methods for texture synthesis: theory and practice Valentin De Bortoli A. Desolneux Alain Durmus B. Galerne Arthur Leclaire GAN 82 5 0 03 Dec 2019
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 140 49 0 04 Nov 2019
Aggregated Gradient Langevin Dynamics Chao Zhang Jiahao Xie Zebang Shen P. Zhao Tengfei Zhou Hui Qian 81 1 0 21 Oct 2019
Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization Ying Zhang Ömer Deniz Akyildiz Theodoros Damoulas Sotirios Sabanis 104 47 0 04 Oct 2019
The Randomized Midpoint Method for Log-Concave Sampling Ruoqi Shen Y. Lee 125 118 0 12 Sep 2019
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation Valentin De Bortoli Alain Durmus Marcelo Pereyra A. F. Vidal 93 33 0 28 Jun 2019
Bounding the error of discretized Langevin algorithms for non-strongly log-concave targets A. Dalalyan Avetik G. Karagulyan L. Riou-Durand 111 39 0 20 Jun 2019
On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case N. H. Chau '. Moulines Miklós Rásonyi Sotirios Sabanis Ying Zhang 94 41 0 30 May 2019
On Stationary-Point Hitting Time and Ergodicity of Stochastic Gradient Langevin Dynamics Xi Chen S. Du Xin T. Tong 79 33 0 30 Apr 2019
Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Learning Huy N. Chau M. Rásonyi 71 10 0 25 Mar 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 150 269 0 20 Mar 2019