Langevin Monte Carlo without smoothness

Langevin Monte Carlo without smoothness

30 May 2019

Niladri S. Chatterji

Jelena Diakonikolas

Michael I. Jordan

Peter L. Bartlett

Papers citing "Langevin Monte Carlo without smoothness"

18 / 18 papers shown

Title
Ito Diffusion Approximation of Universal Ito Chains for Sampling, Optimization and Boosting Aleksei Ustimenko Aleksandr Beznosikov 32 1 0 09 Oct 2023
Efficient Sampling of Stochastic Differential Equations with Positive Semi-Definite Models Anant Raj Umut Simsekli Alessandro Rudi DiffM 31 1 0 30 Mar 2023
Non-asymptotic analysis of Langevin-type Monte Carlo algorithms Shogo H. Nakakita 24 0 0 22 Mar 2023
Non-convex sampling for a mixture of locally smooth potentials D. Nguyen 33 0 0 31 Jan 2023
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 38 24 0 16 Oct 2022
Nesterov smoothing for sampling without smoothness JiaoJiao Fan Bo Yuan Jiaming Liang Yongxin Chen 37 2 0 15 Aug 2022
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition Lukang Sun Avetik G. Karagulyan Peter Richtárik 26 19 0 01 Jun 2022
A Proximal Algorithm for Sampling Jiaming Liang Yongxin Chen 30 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 53 61 0 10 Feb 2022
Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials D. Nguyen 29 5 0 17 Dec 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 39 16 0 05 Oct 2021
Penalized Langevin dynamics with vanishing penalty for smooth and log-concave targets Avetik G. Karagulyan A. Dalalyan 11 8 0 24 Jun 2020
Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm Adil Salim Peter Richtárik 27 38 0 16 Jun 2020
On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness Murat A. Erdogdu Rasa Hosseinzadeh 16 75 0 27 May 2020
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 79 136 0 01 May 2018
Stochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes Ohad Shamir Tong Zhang 104 572 0 08 Dec 2012
MCMC using Hamiltonian dynamics Radford M. Neal 189 3,268 0 09 Jun 2012