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Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond

19 June 2019

Papers citing "Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond"

47 / 47 papers shown

Title
Mirror Mean-Field Langevin Dynamics Anming Gu Juno Kim 68 1 0 05 May 2025
The Poisson Midpoint Method for Langevin Dynamics: Provably Efficient Discretization for Diffusion Models S. Kandasamy Dheeraj M. Nagaraj DiffM 71 3 0 27 May 2024
A Separation in Heavy-Tailed Sampling: Gaussian vs. Stable Oracles for Proximal Samplers Ye He Alireza Mousavi-Hosseini Krishnakumar Balasubramanian Murat A. Erdogdu 81 2 0 27 May 2024
Constrained Exploration via Reflected Replica Exchange Stochastic Gradient Langevin Dynamics Haoyang Zheng Hengrong Du Qi Feng Wei Deng Guang Lin 65 5 0 13 May 2024
Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers Andravz Jelinvcivc James Foster Patrick Kidger 73 2 0 10 May 2024
Mean-field underdamped Langevin dynamics and its spacetime discretization Qiang Fu Ashia Wilson 67 4 0 26 Dec 2023
Fast sampling from constrained spaces using the Metropolis-adjusted Mirror Langevin algorithm Vishwak Srinivasan Andre Wibisono Ashia Wilson 70 7 0 14 Dec 2023
Ito Diffusion Approximation of Universal Ito Chains for Sampling, Optimization and Boosting Aleksei Ustimenko Aleksandr Beznosikov 82 1 0 09 Oct 2023
Langevin Quasi-Monte Carlo Sifan Liu BDL 43 4 0 22 Sep 2023
Generative Modelling of Lévy Area for High Order SDE Simulation Andravz Jelinvcivc Ji-cheng Tao William F. Turner Thomas Cass James Foster H. Ni DiffM 95 3 0 04 Aug 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
Improved Discretization Analysis for Underdamped Langevin Monte Carlo Matthew Shunshi Zhang Sinho Chewi Mufan Li Krishnakumar Balasubramanian Murat A. Erdogdu 65 35 0 16 Feb 2023
A Dynamical System View of Langevin-Based Non-Convex Sampling Mohammad Reza Karimi Ya-Ping Hsieh Andreas Krause 78 4 0 25 Oct 2022
Fisher information lower bounds for sampling Sinho Chewi P. Gerber Holden Lee Chen Lu 113 15 0 05 Oct 2022
Self-Consistency of the Fokker-Planck Equation Zebang Shen Zhenfu Wang Satyen Kale Alejandro Ribeiro Aim Karbasi Hamed Hassani 83 21 0 02 Jun 2022
Interacting Contour Stochastic Gradient Langevin Dynamics Wei Deng Siqi Liang Botao Hao Guang Lin F. Liang BDL 79 10 0 20 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
Convex Analysis of the Mean Field Langevin Dynamics Atsushi Nitanda Denny Wu Taiji Suzuki MLT 154 66 0 25 Jan 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
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 88 29 0 08 Sep 2021
Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo Apostolos Chalkis Vissarion Fisikopoulos Marios Papachristou Elias P. Tsigaridas 73 8 0 25 Feb 2021
Higher Order Generalization Error for First Order Discretization of Langevin Diffusion Mufan Li Maxime Gazeau 23 1 0 11 Feb 2021
Unadjusted Langevin algorithm for non-convex weakly smooth potentials D. Nguyen Xin Dang Yixin Chen 78 14 0 16 Jan 2021
The shifted ODE method for underdamped Langevin MCMC James Foster Terry Lyons Harald Oberhauser 91 16 0 10 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 60 35 0 06 Nov 2020
Riemannian Langevin Algorithm for Solving Semidefinite Programs Mufan Li Murat A. Erdogdu 118 29 0 21 Oct 2020
A Contour Stochastic Gradient Langevin Dynamics Algorithm for Simulations of Multi-modal Distributions Wei Deng Guang Lin F. Liang BDL 76 28 0 19 Oct 2020
Quasi-symplectic Langevin Variational Autoencoder Zihao Wang H. Delingette BDL DRL 73 4 0 02 Sep 2020
Non-convex Learning via Replica Exchange Stochastic Gradient MCMC Wei Deng Qi Feng Liyao (Mars) Gao F. Liang Guang Lin BDL 65 47 0 12 Aug 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
Fast Mixing of Multi-Scale Langevin Dynamics under the Manifold Hypothesis Adam Block Youssef Mroueh Alexander Rakhlin Jerret Ross 80 16 0 19 Jun 2020
Learning Partially Known Stochastic Dynamics with Empirical PAC Bayes Manuel Haussmann S. Gerwinn Andreas Look Barbara Rakitsch M. Kandemir 86 16 0 17 Jun 2020
Hessian-Free High-Resolution Nesterov Acceleration for Sampling Ruilin Li H. Zha Molei Tao 60 8 0 16 Jun 2020
An Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias Lu Yu Krishnakumar Balasubramanian S. Volgushev Murat A. Erdogdu 106 52 0 14 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
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
Generative Modeling with Denoising Auto-Encoders and Langevin Sampling Adam Block Youssef Mroueh Alexander Rakhlin DiffM 112 103 0 31 Jan 2020
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
Stochastic Gradient and Langevin Processes Xiang Cheng Dong Yin Peter L. Bartlett Michael I. Jordan 62 5 0 07 Jul 2019
You Only Propagate Once: Accelerating Adversarial Training via Maximal Principle Dinghuai Zhang Tianyuan Zhang Yiping Lu Zhanxing Zhu Bin Dong AAML 128 362 0 02 May 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 121 269 0 20 Mar 2019