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User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient

29 September 2017

Papers citing "User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient"

33 / 133 papers shown

Title
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 150 269 0 20 Mar 2019
On Transformations in Stochastic Gradient MCMC Soma Yokoi Takuma Otsuka Issei Sato 58 1 0 07 Mar 2019
Cyclical Stochastic Gradient MCMC for Bayesian Deep Learning Ruqi Zhang Chunyuan Li Jianyi Zhang Changyou Chen A. Wilson BDL 88 278 0 11 Feb 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
Algorithmic Theory of ODEs and Sampling from Well-conditioned Logconcave Densities Y. Lee Zhao Song Santosh Vempala 93 37 0 15 Dec 2018
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
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 Guarantees For Sampling by Stochastic Gradient Descent Avetik G. Karagulyan 21 1 0 02 Nov 2018
Stochastic Gradient MCMC for State Space Models Christopher Aicher Yian Ma N. Foti E. Fox 64 22 0 22 Oct 2018
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Acceleration Xuefeng Gao Mert Gurbuzbalaban Lingjiong Zhu 105 60 0 12 Sep 2018
Stochastic Particle-Optimization Sampling and the Non-Asymptotic Convergence Theory Jianyi Zhang Ruiyi Zhang Lawrence Carin Changyou Chen 133 46 0 05 Sep 2018
Non-asymptotic bounds for sampling algorithms without log-concavity Mateusz B. Majka Aleksandar Mijatović Lukasz Szpruch 76 75 0 21 Aug 2018
Higher Order Langevin Monte Carlo Algorithm Sotirios Sabanis Ying Zhang 91 23 0 02 Aug 2018
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 120 158 0 24 Jul 2018
Contextual bandits with surrogate losses: Margin bounds and efficient algorithms Dylan J. Foster A. Krishnamurthy 157 18 0 28 Jun 2018
Scalable Gaussian Process Inference with Finite-data Mean and Variance Guarantees Jonathan H. Huggins Trevor Campbell Mikolaj Kasprzak Tamara Broderick 93 15 0 26 Jun 2018
Exponential weights in multivariate regression and a low-rankness favoring prior A. Dalalyan 71 16 0 25 Jun 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
Computational Optimal Transport Gabriel Peyré Marco Cuturi OT 331 2,169 0 01 Mar 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
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
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
Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization Pan Xu Jinghui Chen Difan Zou Quanquan Gu 90 205 0 20 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
Control Variates for Stochastic Gradient MCMC Jack Baker Paul Fearnhead E. Fox Christopher Nemeth BDL 91 101 0 16 Jun 2017
Convergence of Langevin MCMC in KL-divergence Xiang Cheng Peter L. Bartlett 85 194 0 25 May 2017
Quasi-stationary Monte Carlo and the ScaLE Algorithm M. Pollock Paul Fearnhead A. M. Johansen Gareth O. Roberts 98 18 0 12 Sep 2016