Underdamped Langevin MCMC: A non-asymptotic analysis

12 July 2017

Niladri S. Chatterji

Papers citing "Underdamped Langevin MCMC: A non-asymptotic analysis"

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Title
On the query complexity of sampling from non-log-concave distributions Yuchen He Chihao Zhang 41 1 0 10 Feb 2025
Beyond Log-Concavity and Score Regularity: Improved Convergence Bounds for Score-Based Generative Models in W2-distance Marta Gentiloni-Silveri Antonio Ocello 40 2 0 04 Jan 2025
Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin Dynamics Daniel Paulin P. Whalley Neil K. Chada B. Leimkuhler BDL 49 4 0 14 Oct 2024
A General Continuous-Time Formulation of Stochastic ADMM and Its Variants Chris Junchi Li 37 0 0 22 Apr 2024
Mean-field underdamped Langevin dynamics and its spacetime discretization Qiang Fu Ashia Wilson 40 4 0 26 Dec 2023
Accelerating optimization over the space of probability measures Shi Chen Wenxuan Wu Yuhang Yao Stephen J. Wright 32 4 0 06 Oct 2023
Moreau-Yoshida Variational Transport: A General Framework For Solving Regularized Distributional Optimization Problems Dai Hai Nguyen Tetsuya Sakurai 29 1 0 31 Jul 2023
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators B. Leimkuhler Daniel Paulin P. Whalley 31 5 0 14 Jun 2023
Solving Linear Inverse Problems using Higher-Order Annealed Langevin Diffusion Nicolas Zilberstein A. Sabharwal Santiago Segarra DiffM 39 8 0 08 May 2023
Query lower bounds for log-concave sampling Sinho Chewi Jaume de Dios Pont Jerry Li Chen Lu Shyam Narayanan 32 8 0 05 Apr 2023
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics B. Leimkuhler Daniel Paulin P. Whalley 32 16 0 21 Feb 2023
Algorithmic Aspects of the Log-Laplace Transform and a Non-Euclidean Proximal Sampler Sivakanth Gopi Y. Lee Daogao Liu Ruoqi Shen Kevin Tian 17 7 0 13 Feb 2023
Kinetic Langevin MCMC Sampling Without Gradient Lipschitz Continuity -- the Strongly Convex Case Tim Johnston Iosif Lytras Sotirios Sabanis 38 8 0 19 Jan 2023
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration Nawaf Bou-Rabee Milo Marsden 32 12 0 20 Nov 2022
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 38 24 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 38 12 0 13 Oct 2022
Quantum Algorithms for Sampling Log-Concave Distributions and Estimating Normalizing Constants Andrew M. Childs Tongyang Li Jin-Peng Liu Cong Wang Ruizhe Zhang 34 16 0 12 Oct 2022
Fisher information lower bounds for sampling Sinho Chewi P. Gerber Holden Lee Chen Lu 49 15 0 05 Oct 2022
Gradient Norm Minimization of Nesterov Acceleration: $o(1/k^3)$ Shu Chen Bin Shi Ya-xiang Yuan 28 15 0 19 Sep 2022
Nesterov smoothing for sampling without smoothness JiaoJiao Fan Bo Yuan Jiaming Liang Yongxin Chen 37 2 0 15 Aug 2022
Unbiased Estimation using Underdamped Langevin Dynamics Hamza Ruzayqat Neil K. Chada Ajay Jasra 33 4 0 14 Jun 2022
Convergence for score-based generative modeling with polynomial complexity Holden Lee Jianfeng Lu Yixin Tan DiffM 21 126 0 13 Jun 2022
Learning and Inference in Sparse Coding Models with Langevin Dynamics Michael Y.-S. Fang M. Mudigonda Ryan Zarcone A. Khosrowshahi Bruno A. Olshausen SyDa 30 4 0 23 Apr 2022
A Proximal Algorithm for Sampling Jiaming Liang Yongxin Chen 27 17 0 28 Feb 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 21 14 0 26 Feb 2022
Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 11 38 0 03 Feb 2022
HMC and underdamped Langevin united in the unadjusted convex smooth case Nicolai Gouraud Pierre Le Bris Adrien Majka Pierre Monmarché 20 10 0 02 Feb 2022
A Kernel-Expanded Stochastic Neural Network Y. Sun F. Liang 20 5 0 14 Jan 2022
On Convergence of Federated Averaging Langevin Dynamics Wei Deng Qian Zhang Yi Ma Zhao Song Guang Lin FedML 30 16 0 09 Dec 2021
A Deterministic Sampling Method via Maximum Mean Discrepancy Flow with Adaptive Kernel Yindong Chen Yiwei Wang Lulu Kang Chun Liu 23 1 0 21 Nov 2021
A Proximal Algorithm for Sampling from Non-smooth Potentials Jiaming Liang Yongxin Chen 45 26 0 09 Oct 2021
When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint Y. Freund Yi Ma Tong Zhang 37 16 0 05 Oct 2021
Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension Alain Durmus A. Eberle 27 19 0 02 Aug 2021
Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics Alain Durmus Aurélien Enfroy Eric Moulines G. Stoltz 27 17 0 30 Jul 2021
MCMC Variational Inference via Uncorrected Hamiltonian Annealing Tomas Geffner Justin Domke 25 34 0 08 Jul 2021
Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions Y. Lee Ruoqi Shen Kevin Tian 16 20 0 10 Jun 2021
A Convergence Theory for SVGD in the Population Limit under Talagrand's Inequality T1 Adil Salim Lukang Sun Peter Richtárik 26 20 0 06 Jun 2021
A Unifying and Canonical Description of Measure-Preserving Diffusions Alessandro Barp So Takao M. Betancourt Alexis Arnaudon Mark Girolami 24 17 0 06 May 2021
Bayesian imaging using Plug & Play priors: when Langevin meets Tweedie R. Laumont Valentin De Bortoli Andrés Almansa J. Delon Alain Durmus Marcelo Pereyra 24 109 0 08 Mar 2021
The shifted ODE method for underdamped Langevin MCMC James Foster Terry Lyons Harald Oberhauser 19 16 0 10 Jan 2021
Complexity of zigzag sampling algorithm for strongly log-concave distributions Jianfeng Lu Lihan Wang 13 6 0 21 Dec 2020
Random Coordinate Underdamped Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 32 13 0 22 Oct 2020
Random Coordinate Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 16 11 0 03 Oct 2020
Unnormalized Variational Bayes Saeed Saremi BDL 83 1 0 29 Jul 2020
An Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias Lu Yu Krishnakumar Balasubramanian S. Volgushev Murat A. Erdogdu 35 50 0 14 Jun 2020
SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence Sinho Chewi Thibaut Le Gouic Chen Lu Tyler Maunu Philippe Rigollet 36 0 0 03 Jun 2020
On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness Murat A. Erdogdu Rasa Hosseinzadeh 6 74 0 27 May 2020
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization Ömer Deniz Akyildiz Sotirios Sabanis 46 17 0 13 Feb 2020
Wasserstein Control of Mirror Langevin Monte Carlo Kelvin Shuangjian Zhang Gabriel Peyré M. Fadili Marcelo Pereyra 19 65 0 11 Feb 2020
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 25 37 0 10 Feb 2020