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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"

20 / 70 papers shown

Title
Non-Asymptotic Analysis of Fractional Langevin Monte Carlo for Non-Convex Optimization T. H. Nguyen Umut Simsekli G. Richard 80 28 0 22 Jan 2019
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case M. Barkhagen N. H. Chau '. Moulines Miklós Rásonyi S. Sabanis Ying Zhang 92 38 0 06 Dec 2018
Simulated Tempering Langevin Monte Carlo II: An Improved Proof using Soft Markov Chain Decomposition Rong Ge Holden Lee Andrej Risteski 189 29 0 29 Nov 2018
The promises and pitfalls of Stochastic Gradient Langevin Dynamics N. Brosse Alain Durmus Eric Moulines 88 78 0 25 Nov 2018
Global Non-convex Optimization with Discretized Diffusions Murat A. Erdogdu Lester W. Mackey Ohad Shamir 103 105 0 29 Oct 2018
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 120 158 0 24 Jul 2018
Bayesian Pose Graph Optimization via Bingham Distributions and Tempered Geodesic MCMC Tolga Birdal Umut Simsekli M. Eken Slobodan Ilic 92 38 0 31 May 2018
Computational Optimal Transport Gabriel Peyré Marco Cuturi OT 331 2,169 0 01 Mar 2018
Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo Oren Mangoubi Nisheeth K. Vishnoi 155 53 0 24 Feb 2018
Langevin Monte Carlo and JKO splitting Espen Bernton 88 80 0 23 Feb 2018
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem Andre Wibisono 123 183 0 22 Feb 2018
On the Theory of Variance Reduction for Stochastic Gradient Monte Carlo Niladri S. Chatterji Nicolas Flammarion Yian Ma Peter L. Bartlett Michael I. Jordan 86 87 0 15 Feb 2018
Stochastic Variance-Reduced Hamilton Monte Carlo Methods Difan Zou Pan Xu Quanquan Gu BDL 74 31 0 13 Feb 2018
Statistical Inference for the Population Landscape via Moment Adjusted Stochastic Gradients Tengyuan Liang Weijie Su 72 21 0 20 Dec 2017
Beyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlo Rong Ge Holden Lee Andrej Risteski 96 53 0 07 Oct 2017
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient A. Dalalyan Avetik G. Karagulyan 117 297 0 29 Sep 2017
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 100 64 0 01 Sep 2017
Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization Pan Xu Jinghui Chen Difan Zou Quanquan Gu 90 205 0 20 Jul 2017
Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets Florian Maire Nial Friel Pierre Alquier 82 14 0 26 Jun 2017
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 173 358 0 05 May 2016