Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation

17 October 2017

Papers citing "Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation"

42 / 42 papers shown

Title
New affine invariant ensemble samplers and their dimensional scaling Yifan Chen 107 0 0 05 May 2025
Constrained Exploration via Reflected Replica Exchange Stochastic Gradient Langevin Dynamics Haoyang Zheng Hengrong Du Qi Feng Wei Deng Guang Lin 67 5 0 13 May 2024
Learning Rate Free Sampling in Constrained Domains Louis Sharrock Lester W. Mackey Christopher Nemeth 78 2 0 24 May 2023
Sampling with Barriers: Faster Mixing via Lewis Weights Khashayar Gatmiry Jonathan A. Kelner Santosh Vempala 66 6 0 01 Mar 2023
Geodesic slice sampling on the sphere Michael Habeck Mareike Hasenpflug Shantanu Kodgirwar Daniel Rudolf 84 10 0 19 Jan 2023
Pigeonhole Stochastic Gradient Langevin Dynamics for Large Crossed Mixed Effects Models Xinyu Zhang Cheng Li 69 0 0 18 Dec 2022
Hit-and-run mixing via localization schemes Yuansi Chen Ronen Eldan 62 5 0 01 Dec 2022
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 107 25 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 90 12 0 13 Oct 2022
Sampling in Constrained Domains with Orthogonal-Space Variational Gradient Descent Ruqi Zhang Qiang Liu Xin T. Tong BDL DRL 54 12 0 12 Oct 2022
Sampling from Log-Concave Distributions over Polytopes via a Soft-Threshold Dikin Walk Oren Mangoubi Nisheeth K. Vishnoi 119 2 0 19 Jun 2022
A Proximal Algorithm for Sampling Jiaming Liang Yongxin Chen 104 18 0 28 Feb 2022
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes Augustin Chevallier F. Cazals Paul Fearnhead 53 13 0 18 Feb 2022
Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 84 40 0 03 Feb 2022
Sampling from Log-Concave Distributions with Infinity-Distance Guarantees Oren Mangoubi Nisheeth K. Vishnoi 83 15 0 07 Nov 2021
A Proximal Algorithm for Sampling from Non-smooth Potentials Jiaming Liang Yongxin Chen 108 26 0 09 Oct 2021
An Introduction to Hamiltonian Monte Carlo Method for Sampling Nisheeth K. Vishnoi 73 14 0 27 Aug 2021
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle 110 31 0 03 May 2021
Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo Apostolos Chalkis Vissarion Fisikopoulos Marios Papachristou Elias P. Tsigaridas 81 8 0 25 Feb 2021
Provable Compressed Sensing with Generative Priors via Langevin Dynamics Thanh V. Nguyen Gauri Jagatap Chinmay Hegde GAN 79 15 0 25 Feb 2021
Unadjusted Langevin algorithm for non-convex weakly smooth potentials D. Nguyen Xin Dang Yixin Chen 78 14 0 16 Jan 2021
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm Sinho Chewi Chen Lu Kwangjun Ahn Xiang Cheng Thibaut Le Gouic Philippe Rigollet 108 66 0 23 Dec 2020
Efficient constrained sampling via the mirror-Langevin algorithm Kwangjun Ahn Sinho Chewi 117 57 0 30 Oct 2020
Faster Convergence of Stochastic Gradient Langevin Dynamics for Non-Log-Concave Sampling Difan Zou Pan Xu Quanquan Gu 108 36 0 19 Oct 2020
Fast Convergence of Langevin Dynamics on Manifold: Geodesics meet Log-Sobolev Tianlin Li Qi Lei Ioannis Panageas 65 20 0 11 Oct 2020
Random Coordinate Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 103 12 0 03 Oct 2020
High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion Pierre Monmarché 102 47 0 10 Jul 2020
Estimating Normalizing Constants for Log-Concave Distributions: Algorithms and Lower Bounds Rong Ge Holden Lee Jianfeng Lu 78 22 0 08 Nov 2019
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 146 49 0 04 Nov 2019
The Randomized Midpoint Method for Log-Concave Sampling Ruoqi Shen Y. Lee 125 118 0 12 Sep 2019
Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients Yuansi Chen Raaz Dwivedi Martin J. Wainwright Bin Yu 67 102 0 29 May 2019
Optimal Convergence Rate of Hamiltonian Monte Carlo for Strongly Logconcave Distributions Zongchen Chen Santosh Vempala 84 65 0 07 May 2019
Faster polytope rounding, sampling, and volume computation via a sublinear "Ball Walk" Oren Mangoubi Nisheeth K. Vishnoi 49 2 0 05 May 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 164 269 0 20 Mar 2019
Algorithmic Theory of ODEs and Sampling from Well-conditioned Logconcave Densities Y. Lee Zhao Song Santosh Vempala 93 37 0 15 Dec 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
Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal densities? Oren Mangoubi Natesh S. Pillai Aaron Smith 105 32 0 09 Aug 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
Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo Oren Mangoubi Nisheeth K. Vishnoi 168 53 0 24 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
Fast MCMC sampling algorithms on polytopes Yuansi Chen Raaz Dwivedi Martin J. Wainwright Bin Yu 59 68 0 23 Oct 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 150 302 0 12 Jul 2017