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Convergence of Langevin MCMC in KL-divergence

25 May 2017

Papers citing "Convergence of Langevin MCMC in KL-divergence"

23 / 73 papers shown

Title
On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case N. H. Chau '. Moulines Miklós Rásonyi Sotirios Sabanis Ying Zhang 97 41 0 30 May 2019
Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients Yuansi Chen Raaz Dwivedi Martin J. Wainwright Bin Yu 55 102 0 29 May 2019
Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting Maxime Vono Daniel Paulin Arnaud Doucet 134 37 0 23 May 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 150 269 0 20 Mar 2019
Is There an Analog of Nesterov Acceleration for MCMC? Yian Ma Niladri Chatterji Xiang Cheng Nicolas Flammarion Peter L. Bartlett Michael I. Jordan BDL 85 78 0 04 Feb 2019
Understanding MCMC Dynamics as Flows on the Wasserstein Space Chang-Shu Liu Jingwei Zhuo Jun Zhu 106 22 0 01 Feb 2019
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
Sampling Can Be Faster Than Optimization Yian Ma Yuansi Chen Chi Jin Nicolas Flammarion Michael I. Jordan 72 186 0 20 Nov 2018
Non-asymptotic bounds for sampling algorithms without log-concavity Mateusz B. Majka Aleksandar Mijatović Lukasz Szpruch 79 75 0 21 Aug 2018
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 120 158 0 24 Jul 2018
Sharp convergence rates for Langevin dynamics in the nonconvex setting Xiang Cheng Niladri S. Chatterji Yasin Abbasi-Yadkori Peter L. Bartlett Michael I. Jordan 82 167 0 04 May 2018
Mirrored Langevin Dynamics Ya-Ping Hsieh Ali Kavis Paul Rolland Volkan Cevher 102 85 0 27 Feb 2018
Analysis of Langevin Monte Carlo via convex optimization Alain Durmus Szymon Majewski B. Miasojedow 108 222 0 26 Feb 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
Log-concave sampling: Metropolis-Hastings algorithms are fast Raaz Dwivedi Yuansi Chen Martin J. Wainwright Bin Yu 108 255 0 08 Jan 2018
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient A. Dalalyan Avetik G. Karagulyan 117 297 0 29 Sep 2017
Acceleration and Averaging in Stochastic Mirror Descent Dynamics Walid Krichene Peter L. Bartlett 46 10 0 19 Jul 2017
Generalization Bounds of SGLD for Non-convex Learning: Two Theoretical Viewpoints Wenlong Mou Liwei Wang Xiyu Zhai Kai Zheng MLT 64 159 0 19 Jul 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 146 302 0 12 Jul 2017