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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
The query complexity of sampling from strongly log-concave distributions in one dimension Sinho Chewi P. Gerber Chen Lu Thibaut Le Gouic Philippe Rigollet 87 21 0 29 May 2021
Kernel Stein Discrepancy Descent Anna Korba Pierre-Cyril Aubin-Frankowski Szymon Majewski Pierre Ablin 69 52 0 20 May 2021
A Unifying and Canonical Description of Measure-Preserving Diffusions Alessandro Barp So Takao M. Betancourt Alexis Arnaudon Mark Girolami 72 17 0 06 May 2021
Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations J. Sanz-Serna K. Zygalakis 71 23 0 26 Apr 2021
Discrete sticky couplings of functional autoregressive processes Alain Durmus A. Eberle Aurélien Enfroy Arnaud Guillin Pierre Monmarché 34 7 0 14 Apr 2021
Unadjusted Langevin algorithm for non-convex weakly smooth potentials D. Nguyen Xin Dang Yixin Chen 78 14 0 16 Jan 2021
Particle Dual Averaging: Optimization of Mean Field Neural Networks with Global Convergence Rate Analysis Atsushi Nitanda Denny Wu Taiji Suzuki 86 29 0 31 Dec 2020
Complexity of zigzag sampling algorithm for strongly log-concave distributions Jianfeng Lu Lihan Wang 60 6 0 21 Dec 2020
On the Ergodicity, Bias and Asymptotic Normality of Randomized Midpoint Sampling Method Ye He Krishnakumar Balasubramanian Murat A. Erdogdu 58 35 0 06 Nov 2020
Efficient constrained sampling via the mirror-Langevin algorithm Kwangjun Ahn Sinho Chewi 108 57 0 30 Oct 2020
Fast and Smooth Interpolation on Wasserstein Space Sinho Chewi Julien Clancy Thibaut Le Gouic Philippe Rigollet George Stepaniants Austin J. Stromme 50 24 0 22 Oct 2020
Random Coordinate Underdamped Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 91 13 0 22 Oct 2020
Riemannian Langevin Algorithm for Solving Semidefinite Programs Mufan Li Murat A. Erdogdu 116 29 0 21 Oct 2020
Fast Convergence of Langevin Dynamics on Manifold: Geodesics meet Log-Sobolev Tianlin Li Qi Lei Ioannis Panageas 55 20 0 11 Oct 2020
On the cost of Bayesian posterior mean strategy for log-concave models S. Gadat Fabien Panloup Clément Pellegrini 57 7 0 08 Oct 2020
Structured Logconcave Sampling with a Restricted Gaussian Oracle Y. Lee Ruoqi Shen Kevin Tian 76 73 0 07 Oct 2020
Random Coordinate Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 103 12 0 03 Oct 2020
Maximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part II: Theoretical Analysis Valentin De Bortoli Alain Durmus A. F. Vidal Marcelo Pereyra 75 20 0 13 Aug 2020
Langevin Monte Carlo: random coordinate descent and variance reduction Zhiyan Ding Qin Li BDL 52 12 0 26 Jul 2020
Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence Murat A. Erdogdu Rasa Hosseinzadeh Matthew Shunshi Zhang 146 43 0 22 Jul 2020
Double-Loop Unadjusted Langevin Algorithm Paul Rolland Armin Eftekhari Ali Kavis Volkan Cevher 49 3 0 02 Jul 2020
Penalized Langevin dynamics with vanishing penalty for smooth and log-concave targets Avetik G. Karagulyan A. Dalalyan 50 8 0 24 Jun 2020
A Non-Asymptotic Analysis for Stein Variational Gradient Descent Anna Korba Adil Salim Michael Arbel Giulia Luise Arthur Gretton 84 78 0 17 Jun 2020
Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm Adil Salim Peter Richtárik 78 40 0 16 Jun 2020
Hessian-Free High-Resolution Nesterov Acceleration for Sampling Ruilin Li H. Zha Molei Tao 58 8 0 16 Jun 2020
Stochastic Gradient Langevin with Delayed Gradients Vyacheslav Kungurtsev Bapi Chatterjee Dan Alistarh 16 0 0 12 Jun 2020
Composite Logconcave Sampling with a Restricted Gaussian Oracle Ruoqi Shen Kevin Tian Y. Lee 64 10 0 10 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 100 70 0 03 Jun 2020
On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness Murat A. Erdogdu Rasa Hosseinzadeh 88 77 0 27 May 2020
Exponential ergodicity of mirror-Langevin diffusions Sinho Chewi Thibaut Le Gouic Chen Lu Tyler Maunu Philippe Rigollet Austin J. Stromme 77 51 0 19 May 2020
Stein Self-Repulsive Dynamics: Benefits From Past Samples Mao Ye Zhaolin Ren Qiang Liu 61 8 0 21 Feb 2020
Wasserstein Control of Mirror Langevin Monte Carlo Kelvin Shuangjian Zhang Gabriel Peyré M. Fadili Marcelo Pereyra 71 66 0 11 Feb 2020
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 81 37 0 10 Feb 2020
The Wasserstein Proximal Gradient Algorithm Adil Salim Anna Korba Giulia Luise 51 3 0 07 Feb 2020
Oracle Lower Bounds for Stochastic Gradient Sampling Algorithms Niladri S. Chatterji Peter L. Bartlett Philip M. Long 53 8 0 01 Feb 2020
Maximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part I: Methodology and Experiments A. F. Vidal Valentin De Bortoli Marcelo Pereyra Alain Durmus 79 7 0 26 Nov 2019
Estimating Normalizing Constants for Log-Concave Distributions: Algorithms and Lower Bounds Rong Ge Holden Lee Jianfeng Lu 75 22 0 08 Nov 2019
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 140 49 0 04 Nov 2019
Validated Variational Inference via Practical Posterior Error Bounds Jonathan H. Huggins Mikolaj Kasprzak Trevor Campbell Tamara Broderick 79 37 0 09 Oct 2019
An Efficient Sampling Algorithm for Non-smooth Composite Potentials Wenlong Mou Nicolas Flammarion Martin J. Wainwright Peter L. Bartlett 53 24 0 01 Oct 2019
The Randomized Midpoint Method for Log-Concave Sampling Ruoqi Shen Y. Lee 122 118 0 12 Sep 2019
Accelerating proximal Markov chain Monte Carlo by using an explicit stabilised method Luis Vargas Marcelo Pereyra K. Zygalakis 48 5 0 23 Aug 2019
Bounding the error of discretized Langevin algorithms for non-strongly log-concave targets A. Dalalyan Avetik G. Karagulyan L. Riou-Durand 94 38 0 20 Jun 2019
Maximum Mean Discrepancy Gradient Flow Michael Arbel Anna Korba Adil Salim Arthur Gretton 129 164 0 11 Jun 2019
Langevin Monte Carlo without smoothness Niladri S. Chatterji Jelena Diakonikolas Michael I. Jordan Peter L. Bartlett BDL 105 43 0 30 May 2019
Stochastic Proximal Langevin Algorithm: Potential Splitting and Nonasymptotic Rates Adil Salim D. Kovalev Peter Richtárik 79 26 0 28 May 2019
Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting Maxime Vono Daniel Paulin Arnaud Doucet 132 37 0 23 May 2019
Convergence of diffusions and their discretizations: from continuous to discrete processes and back Valentin De Bortoli Alain Durmus 46 21 0 22 Apr 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 119 269 0 20 Mar 2019
Online Sampling from Log-Concave Distributions Holden Lee Oren Mangoubi Nisheeth K. Vishnoi 31 3 0 21 Feb 2019