Underdamped Langevin MCMC: A non-asymptotic analysis

Underdamped Langevin MCMC: A non-asymptotic analysis

12 July 2017

Niladri S. Chatterji

Peter L. Bartlett

Michael I. Jordan

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

17 / 67 papers shown

Title
Replica Exchange for Non-Convex Optimization Jing-rong Dong Xin T. Tong 19 21 0 23 Jan 2020
Stochastic gradient Markov chain Monte Carlo Christopher Nemeth Paul Fearnhead BDL 22 134 0 16 Jul 2019
Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting Maxime Vono Daniel Paulin Arnaud Doucet 24 37 0 23 May 2019
Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Learning Huy N. Chau M. Rásonyi 25 10 0 25 Mar 2019
Accelerated Flow for Probability Distributions Amirhossein Taghvaei P. Mehta 45 30 0 10 Jan 2019
Algorithmic Theory of ODEs and Sampling from Well-conditioned Logconcave Densities Y. Lee Zhao Song Santosh Vempala 22 37 0 15 Dec 2018
Simulated Tempering Langevin Monte Carlo II: An Improved Proof using Soft Markov Chain Decomposition Rong Ge Holden Lee Andrej Risteski 14 27 0 29 Nov 2018
Sampling Can Be Faster Than Optimization Yian Ma Yuansi Chen Chi Jin Nicolas Flammarion Michael I. Jordan 19 183 0 20 Nov 2018
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 27 155 0 24 Jul 2018
Markov Chain Importance Sampling -- a highly efficient estimator for MCMC Ingmar Schuster I. Klebanov 32 24 0 18 May 2018
Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo Oren Mangoubi Nisheeth K. Vishnoi 27 53 0 24 Feb 2018
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem Andre Wibisono 27 177 0 22 Feb 2018
Stochastic Variance-Reduced Hamilton Monte Carlo Methods Difan Zou Pan Xu Quanquan Gu BDL 27 31 0 13 Feb 2018
Beyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlo Rong Ge Holden Lee Andrej Risteski 26 53 0 07 Oct 2017
Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization Pan Xu Jinghui Chen Difan Zou Quanquan Gu 31 200 0 20 Jul 2017
A Differential Equation for Modeling Nesterov's Accelerated Gradient Method: Theory and Insights Weijie Su Stephen P. Boyd Emmanuel J. Candes 108 1,154 0 04 Mar 2015
MCMC using Hamiltonian dynamics Radford M. Neal 185 3,266 0 09 Jun 2012