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Analysis of Langevin Monte Carlo via convex optimization

26 February 2018

Papers citing "Analysis of Langevin Monte Carlo via convex optimization"

50 / 157 papers shown

Title
ELF: Federated Langevin Algorithms with Primal, Dual and Bidirectional Compression Avetik G. Karagulyan Peter Richtárik FedML 64 6 0 08 Mar 2023
Towards a Complete Analysis of Langevin Monte Carlo: Beyond Poincaré Inequality Alireza Mousavi-Hosseini Tyler Farghly Ye He Krishnakumar Balasubramanian Murat A. Erdogdu 116 27 0 07 Mar 2023
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling Ye He Tyler Farghly Krishnakumar Balasubramanian Murat A. Erdogdu 86 4 0 01 Mar 2023
An Explicit Expansion of the Kullback-Leibler Divergence along its Fisher-Rao Gradient Flow Carles Domingo-Enrich Aram-Alexandre Pooladian MDE 92 12 0 23 Feb 2023
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics Benedict Leimkuhler Daniel Paulin Peter Whalley 130 16 0 21 Feb 2023
Improved dimension dependence of a proximal algorithm for sampling JiaoJiao Fan Bo Yuan Yongxin Chen 81 25 0 20 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 93 7 0 13 Feb 2023
Coin Sampling: Gradient-Based Bayesian Inference without Learning Rates Louis Sharrock Christopher Nemeth BDL 85 8 0 26 Jan 2023
Optimal Regularization for a Data Source Oscar Leong Eliza O'Reilly Yong Sheng Soh V. Chandrasekaran 50 4 0 27 Dec 2022
Regularized Rényi divergence minimization through Bregman proximal gradient algorithms Thomas Guilmeau Émilie Chouzenoux Victor Elvira 75 3 0 09 Nov 2022
A Dynamical System View of Langevin-Based Non-Convex Sampling Mohammad Reza Karimi Ya-Ping Hsieh Andreas Krause 78 4 0 25 Oct 2022
Sampling with Mollified Interaction Energy Descent Lingxiao Li Qiang Liu Anna Korba Mikhail Yurochkin Justin Solomon 70 17 0 24 Oct 2022
$Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient$ Langevin dynamics based algorithm e-TH $\varepsilon$ O POULA for stochastic optimization problems with discontinuous stochastic gradient Dongjae Lim Ariel Neufeld Sotirios Sabanis Ying Zhang 66 7 0 24 Oct 2022
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 96 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 88 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 64 17 0 12 Oct 2022
Solving Fredholm Integral Equations of the First Kind via Wasserstein Gradient Flows F. R. Crucinio Valentin De Bortoli Arnaud Doucet A. M. Johansen 52 3 0 16 Sep 2022
Nesterov smoothing for sampling without smoothness JiaoJiao Fan Bo Yuan Jiaming Liang Yongxin Chen 89 2 0 15 Aug 2022
Bregman Proximal Langevin Monte Carlo via Bregman--Moreau Envelopes Tim Tsz-Kit Lau Han Liu 127 7 0 10 Jul 2022
Accelerating Hamiltonian Monte Carlo via Chebyshev Integration Time Jun-Kun Wang Andre Wibisono 97 9 0 05 Jul 2022
Stochastic Langevin Differential Inclusions with Applications to Machine Learning F. Difonzo Vyacheslav Kungurtsev Jakub Mareˇcek 38 3 0 23 Jun 2022
Sampling from Log-Concave Distributions over Polytopes via a Soft-Threshold Dikin Walk Oren Mangoubi Nisheeth K. Vishnoi 117 2 0 19 Jun 2022
On the Computational Complexity of Metropolis-Adjusted Langevin Algorithms for Bayesian Posterior Sampling Rong Tang Yun Yang 51 5 0 13 Jun 2022
Concentration analysis of multivariate elliptic diffusion processes Cathrine Aeckerle-Willems Claudia Strauch Lukas Trottner 88 1 0 07 Jun 2022
Federated Learning with a Sampling Algorithm under Isoperimetry Lukang Sun Adil Salim Peter Richtárik FedML 88 7 0 02 Jun 2022
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition Lukang Sun Avetik G. Karagulyan Peter Richtárik 81 19 0 01 Jun 2022
Variational inference via Wasserstein gradient flows Marc Lambert Sinho Chewi Francis R. Bach Silvère Bonnabel Philippe Rigollet BDL DRL 98 77 0 31 May 2022
A Proximal Algorithm for Sampling from Non-convex Potentials Jiaming Liang Yongxin Chen 121 4 0 20 May 2022
Particle algorithms for maximum likelihood training of latent variable models Juan Kuntz Jen Ning Lim A. M. Johansen FedML 109 23 0 27 Apr 2022
Convergence of the Riemannian Langevin Algorithm Khashayar Gatmiry Santosh Vempala 67 21 0 22 Apr 2022
Differentially Private Sampling from Rashomon Sets, and the Universality of Langevin Diffusion for Convex Optimization Arun Ganesh Abhradeep Thakurta Jalaj Upadhyay 65 1 0 04 Apr 2022
Covid19 Reproduction Number: Credibility Intervals by Blockwise Proximal Monte Carlo Samplers G. Fort Barbara Pascal P. Abry N. Pustelnik 29 10 0 17 Mar 2022
Private Convex Optimization via Exponential Mechanism Sivakanth Gopi Y. Lee Daogao Liu 141 54 0 01 Mar 2022
A Proximal Algorithm for Sampling Jiaming Liang Yongxin Chen 102 18 0 28 Feb 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 88 15 0 26 Feb 2022
Sampling Approximately Low-Rank Ising Models: MCMC meets Variational Methods Frederic Koehler Holden Lee Andrej Risteski 69 23 0 17 Feb 2022
Improved analysis for a proximal algorithm for sampling Yongxin Chen Sinho Chewi Adil Salim Andre Wibisono 105 58 0 13 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 105 65 0 10 Feb 2022
Heavy-tailed Sampling via Transformed Unadjusted Langevin Algorithm Ye He Krishnakumar Balasubramanian Murat A. Erdogdu 83 5 0 20 Jan 2022
On Convergence of Federated Averaging Langevin Dynamics Wei Deng Qian Zhang Yi-An Ma Zhao Song Guang Lin FedML 82 17 0 09 Dec 2021
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 105 26 0 09 Oct 2021
When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint Y. Freund Yi-An Ma Tong Zhang 72 16 0 05 Oct 2021
Sqrt(d) Dimension Dependence of Langevin Monte Carlo Ruilin Li H. Zha Molei Tao 82 29 0 08 Sep 2021
Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension Alain Durmus A. Eberle 81 20 0 02 Aug 2021
Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function Dongjae Lim Ariel Neufeld Sotirios Sabanis Ying Zhang 80 20 0 19 Jul 2021
KALE Flow: A Relaxed KL Gradient Flow for Probabilities with Disjoint Support Pierre Glaser Michael Arbel Arthur Gretton 121 40 0 16 Jun 2021
Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions Y. Lee Ruoqi Shen Kevin Tian 54 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 67 20 0 06 Jun 2021
QLSD: Quantised Langevin stochastic dynamics for Bayesian federated learning Maxime Vono Vincent Plassier Alain Durmus Aymeric Dieuleveut Eric Moulines FedML 93 36 0 01 Jun 2021