Langevin Monte Carlo and JKO splitting

23 February 2018

Papers citing "Langevin Monte Carlo and JKO splitting"

32 / 32 papers shown

Title
Computational and Statistical Asymptotic Analysis of the JKO Scheme for Iterative Algorithms to update distributions Shang Wu Yazhen Wang 50 0 0 11 Jan 2025
Non-geodesically-convex optimization in the Wasserstein space Hoang Phuc Hau Luu Hanlin Yu Bernardo Williams Petrus Mikkola Marcelo Hartmann Kai Puolamaki Arto Klami 73 2 0 08 Jan 2025
Convergence rates of particle approximation of forward-backward splitting algorithm for granular medium equations Matej Benko Iwona Chlebicka Jorgen Endal B. Miasojedow 34 1 0 28 May 2024
Provably Fast Finite Particle Variants of SVGD via Virtual Particle Stochastic Approximation Aniket Das Dheeraj M. Nagaraj 43 7 0 27 May 2023
Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein Space Michael Diao Krishnakumar Balasubramanian Sinho Chewi Adil Salim BDL 37 21 0 10 Apr 2023
Query lower bounds for log-concave sampling Sinho Chewi Jaume de Dios Pont Jerry Li Chen Lu Shyam Narayanan 37 8 0 05 Apr 2023
Algorithmic Aspects of the Log-Laplace Transform and a Non-Euclidean Proximal Sampler Sivakanth Gopi Y. Lee Daogao Liu Ruoqi Shen Kevin Tian 19 7 0 13 Feb 2023
Particle-based Variational Inference with Preconditioned Functional Gradient Flow Hanze Dong Xi Wang Yong Lin Tong Zhang 34 19 0 25 Nov 2022
Birth-death dynamics for sampling: Global convergence, approximations and their asymptotics Yulong Lu D. Slepčev Lihan Wang 50 22 0 01 Nov 2022
A Dynamical System View of Langevin-Based Non-Convex Sampling Mohammad Reza Karimi Ya-Ping Hsieh Andreas Krause 42 4 0 25 Oct 2022
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 40 24 0 16 Oct 2022
Nesterov smoothing for sampling without smoothness JiaoJiao Fan Bo Yuan Jiaming Liang Yongxin Chen 42 2 0 15 Aug 2022
Utilising the CLT Structure in Stochastic Gradient based Sampling : Improved Analysis and Faster Algorithms Aniket Das Dheeraj M. Nagaraj Anant Raj 54 6 0 08 Jun 2022
A Proximal Algorithm for Sampling Jiaming Liang Yongxin Chen 35 17 0 28 Feb 2022
Towards a Theory of Non-Log-Concave Sampling: First-Order Stationarity Guarantees for Langevin Monte Carlo Krishnakumar Balasubramanian Sinho Chewi Murat A. Erdogdu Adil Salim Matthew Shunshi Zhang 55 61 0 10 Feb 2022
Variational Wasserstein gradient flow JiaoJiao Fan Qinsheng Zhang Amirhossein Taghvaei Yongxin Chen 76 54 0 04 Dec 2021
A Deterministic Sampling Method via Maximum Mean Discrepancy Flow with Adaptive Kernel Yindong Chen Yiwei Wang Lulu Kang Chun Liu 28 1 0 21 Nov 2021
A Proximal Algorithm for Sampling from Non-smooth Potentials Jiaming Liang Yongxin Chen 55 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 42 16 0 05 Oct 2021
A Convergence Theory for SVGD in the Population Limit under Talagrand's Inequality T1 Adil Salim Lukang Sun Peter Richtárik 28 20 0 06 Jun 2021
The query complexity of sampling from strongly log-concave distributions in one dimension Sinho Chewi P. Gerber Chen Lu Thibaut Le Gouic Philippe Rigollet 47 21 0 29 May 2021
Penalized Langevin dynamics with vanishing penalty for smooth and log-concave targets Avetik G. Karagulyan A. Dalalyan 21 8 0 24 Jun 2020
Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm Adil Salim Peter Richtárik 29 38 0 16 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 43 66 0 03 Jun 2020
Information Newton's flow: second-order optimization method in probability space Yifei Wang Wuchen Li 34 31 0 13 Jan 2020
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 84 49 0 04 Nov 2019
Accelerated Information Gradient flow Yifei Wang Wuchen Li 25 56 0 04 Sep 2019
Stochastic Proximal Langevin Algorithm: Potential Splitting and Nonasymptotic Rates Adil Salim D. Kovalev Peter Richtárik 21 25 0 28 May 2019
Understanding MCMC Dynamics as Flows on the Wasserstein Space Chang-Shu Liu Jingwei Zhuo Jun Zhu 23 22 0 01 Feb 2019
New particle representations for ergodic McKean-Vlasov SDEs Houssam Alrachid M. Bossy C. Ricci Lukasz Szpruch 14 12 0 16 Jan 2019
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 32 155 0 24 Jul 2018
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem Andre Wibisono 43 178 0 22 Feb 2018