v1v2v3v4 (latest)

Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices

20 March 2019

Papers citing "Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices"

39 / 189 papers shown

Title
Statistical Finite Elements via Langevin Dynamics Ömer Deniz Akyildiz Connor Duffin Sotirios Sabanis Mark Girolami 82 11 0 21 Oct 2021
The Mirror Langevin Algorithm Converges with Vanishing Bias Ruilin Li Molei Tao Santosh Vempala Andre Wibisono 98 37 0 24 Sep 2021
Sqrt(d) Dimension Dependence of Langevin Monte Carlo Ruilin Li H. Zha Molei Tao 94 29 0 08 Sep 2021
Convergence of position-dependent MALA with application to conditional simulation in GLMMs Vivekananda Roy Lijin Zhang 67 8 0 28 Aug 2021
Privacy-Aware Rejection Sampling Jordan Awan Vinayak A. Rao 63 7 0 02 Aug 2021
Neural Variational Gradient Descent L. Langosco Vincent Fortuin Heiko Strathmann BDL 105 20 0 22 Jul 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
Sampling From the Wasserstein Barycenter Chiheb Daaloul Thibaut Le Gouic J. Liandrat M. I. O. Technology 41 6 0 04 May 2021
Differential Privacy Dynamics of Langevin Diffusion and Noisy Gradient Descent R. Chourasia Jiayuan Ye Reza Shokri FedML 101 71 0 11 Feb 2021
Simulated annealing from continuum to discretization: a convergence analysis via the Eyring--Kramers law Wenpin Tang X. Zhou 55 10 0 03 Feb 2021
The Langevin Monte Carlo algorithm in the non-smooth log-concave case Joseph Lehec 64 30 0 26 Jan 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
Variational Transport: A Convergent Particle-BasedAlgorithm for Distributional Optimization Zhuoran Yang Yufeng Zhang Yongxin Chen Zhaoran Wang OT 91 5 0 21 Dec 2020
Complexity of zigzag sampling algorithm for strongly log-concave distributions Jianfeng Lu Lihan Wang 62 6 0 21 Dec 2020
On the Ergodicity, Bias and Asymptotic Normality of Randomized Midpoint Sampling Method Ye He Krishnakumar Balasubramanian Murat A. Erdogdu 66 35 0 06 Nov 2020
Efficient constrained sampling via the mirror-Langevin algorithm Kwangjun Ahn Sinho Chewi 117 57 0 30 Oct 2020
Faster Differentially Private Samplers via Rényi Divergence Analysis of Discretized Langevin MCMC Arun Ganesh Kunal Talwar FedML 74 41 0 27 Oct 2020
Riemannian Langevin Algorithm for Solving Semidefinite Programs Mufan Li Murat A. Erdogdu 118 29 0 21 Oct 2020
Fast Convergence of Langevin Dynamics on Manifold: Geodesics meet Log-Sobolev Tianlin Li Qi Lei Ioannis Panageas 62 20 0 11 Oct 2020
On polynomial-time computation of high-dimensional posterior measures by Langevin-type algorithms Richard Nickl Sven Wang 56 41 0 11 Sep 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
A Decentralized Approach to Bayesian Learning Anjaly Parayil H. Bai Jemin George Prudhvi K. Gurram 27 2 0 14 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 72 8 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 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 82 51 0 19 May 2020
Dimension-free convergence rates for gradient Langevin dynamics in RKHS Boris Muzellec Kanji Sato Mathurin Massias Taiji Suzuki 145 12 0 29 Feb 2020
On Thompson Sampling with Langevin Algorithms Eric Mazumdar Aldo Pacchiano Yi-An Ma Peter L. Bartlett Michael I. Jordan 67 11 0 23 Feb 2020
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization Ömer Deniz Akyildiz Sotirios Sabanis 97 17 0 13 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
Replica Exchange for Non-Convex Optimization Jing-rong Dong Xin T. Tong 108 21 0 23 Jan 2020
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 140 49 0 04 Nov 2019
Deep learning is adaptive to intrinsic dimensionality of model smoothness in anisotropic Besov space Taiji Suzuki Atsushi Nitanda 83 63 0 28 Oct 2019
Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity Wenlong Mou Nicolas Flammarion Martin J. Wainwright Peter L. Bartlett 58 68 0 25 Jul 2019
Optimal Convergence Rate of Hamiltonian Monte Carlo for Strongly Logconcave Distributions Zongchen Chen Santosh Vempala 82 65 0 07 May 2019