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Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal
  Rates without Convexity
v1v2 (latest)

Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity

25 July 2019
Wenlong Mou
Nicolas Flammarion
Martin J. Wainwright
Peter L. Bartlett
ArXiv (abs)PDFHTML

Papers citing "Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity"

42 / 42 papers shown
Title
Restricted Spectral Gap Decomposition for Simulated Tempering Targeting Mixture Distributions
Restricted Spectral Gap Decomposition for Simulated Tempering Targeting Mixture Distributions
Jhanvi Garg
Krishna Balasubramanian
Quan Zhou
117
0
0
21 May 2025
Inflationary Flows: Calibrated Bayesian Inference with Diffusion-Based Models
Inflationary Flows: Calibrated Bayesian Inference with Diffusion-Based Models
Daniela de Albuquerque
John Pearson
DiffM
154
0
0
03 Jan 2025
Rényi-infinity constrained sampling with $d^3$ membership queries
Rényi-infinity constrained sampling with d3d^3d3 membership queries
Yunbum Kook
Matthew Shunshi Zhang
68
1
0
17 Jul 2024
Tamed Langevin sampling under weaker conditions
Tamed Langevin sampling under weaker conditions
Iosif Lytras
P. Mertikopoulos
88
3
0
27 May 2024
The Poisson Midpoint Method for Langevin Dynamics: Provably Efficient
  Discretization for Diffusion Models
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
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
On the Convergence of Differentially-Private Fine-tuning: To Linearly
  Probe or to Fully Fine-tune?
On the Convergence of Differentially-Private Fine-tuning: To Linearly Probe or to Fully Fine-tune?
Shuqi Ke
Charlie Hou
Giulia Fanti
Sewoong Oh
77
4
0
29 Feb 2024
Parallelized Midpoint Randomization for Langevin Monte Carlo
Parallelized Midpoint Randomization for Langevin Monte Carlo
Lu Yu
A. Dalalyan
75
7
0
22 Feb 2024
Taming under isoperimetry
Taming under isoperimetry
Iosif Lytras
Sotirios Sabanis
77
4
0
15 Nov 2023
Time-Independent Information-Theoretic Generalization Bounds for SGLD
Time-Independent Information-Theoretic Generalization Bounds for SGLD
Futoshi Futami
Masahiro Fujisawa
112
8
0
02 Nov 2023
Particle-based Variational Inference with Generalized Wasserstein
  Gradient Flow
Particle-based Variational Inference with Generalized Wasserstein Gradient Flow
Ziheng Cheng
Shiyue Zhang
Longlin Yu
Cheng Zhang
BDL
59
10
0
25 Oct 2023
Nearly $d$-Linear Convergence Bounds for Diffusion Models via Stochastic
  Localization
Nearly ddd-Linear Convergence Bounds for Diffusion Models via Stochastic Localization
Joe Benton
Valentin De Bortoli
Arnaud Doucet
George Deligiannidis
DiffM
99
117
0
07 Aug 2023
Fast Conditional Mixing of MCMC Algorithms for Non-log-concave
  Distributions
Fast Conditional Mixing of MCMC Algorithms for Non-log-concave Distributions
Xiang Cheng
Bohan Wang
J.N. Zhang
Yusong Zhu
78
6
0
18 Jun 2023
Langevin Monte Carlo for strongly log-concave distributions: Randomized
  midpoint revisited
Langevin Monte Carlo for strongly log-concave distributions: Randomized midpoint revisited
Lu Yu
Avetik G. Karagulyan
A. Dalalyan
67
7
0
14 Jun 2023
Non-Log-Concave and Nonsmooth Sampling via Langevin Monte Carlo
  Algorithms
Non-Log-Concave and Nonsmooth Sampling via Langevin Monte Carlo Algorithms
Tim Tsz-Kit Lau
Han Liu
Thomas Pock
97
4
0
25 May 2023
Towards a Complete Analysis of Langevin Monte Carlo: Beyond Poincaré
  Inequality
Towards a Complete Analysis of Langevin Monte Carlo: Beyond Poincaré Inequality
Alireza Mousavi-Hosseini
Tyler Farghly
Ye He
Krishnakumar Balasubramanian
Murat A. Erdogdu
122
27
0
07 Mar 2023
Improved Discretization Analysis for Underdamped Langevin Monte Carlo
Improved Discretization Analysis for Underdamped Langevin Monte Carlo
Matthew Shunshi Zhang
Sinho Chewi
Mufan Li
Krishnakumar Balasubramanian
Murat A. Erdogdu
68
35
0
16 Feb 2023
Non-convex sampling for a mixture of locally smooth potentials
Non-convex sampling for a mixture of locally smooth potentials
D. Nguyen
82
0
0
31 Jan 2023
Stochastic Langevin Monte Carlo for (weakly) log-concave posterior
  distributions
Stochastic Langevin Monte Carlo for (weakly) log-concave posterior distributions
Marelys Crespo Navas
S. Gadat
X. Gendre
73
0
0
08 Jan 2023
Asynchronous Bayesian Learning over a Network
Asynchronous Bayesian Learning over a Network
Kinjal Bhar
H. Bai
Jemin George
Carl E. Busart
FedML
56
0
0
16 Nov 2022
A Dynamical System View of Langevin-Based Non-Convex Sampling
A Dynamical System View of Langevin-Based Non-Convex Sampling
Mohammad Reza Karimi
Ya-Ping Hsieh
Andreas Krause
78
4
0
25 Oct 2022
Resolving the Mixing Time of the Langevin Algorithm to its Stationary
  Distribution for Log-Concave Sampling
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling
Jason M. Altschuler
Kunal Talwar
103
25
0
16 Oct 2022
A sharp uniform-in-time error estimate for Stochastic Gradient Langevin Dynamics
A sharp uniform-in-time error estimate for Stochastic Gradient Langevin Dynamics
Lei Li
Yuliang Wang
95
11
0
19 Jul 2022
A Proximal Algorithm for Sampling from Non-convex Potentials
Jiaming Liang
Yongxin Chen
121
4
0
20 May 2022
A Proximal Algorithm for Sampling
A Proximal Algorithm for Sampling
Jiaming Liang
Yongxin Chen
102
18
0
28 Feb 2022
Towards a Theory of Non-Log-Concave Sampling: First-Order Stationarity
  Guarantees for Langevin Monte Carlo
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
108
65
0
10 Feb 2022
Separation of Scales and a Thermodynamic Description of Feature Learning
  in Some CNNs
Separation of Scales and a Thermodynamic Description of Feature Learning in Some CNNs
Inbar Seroussi
Gadi Naveh
Zohar Ringel
93
55
0
31 Dec 2021
Stationary Behavior of Constant Stepsize SGD Type Algorithms: An
  Asymptotic Characterization
Stationary Behavior of Constant Stepsize SGD Type Algorithms: An Asymptotic Characterization
Zaiwei Chen
Shancong Mou
S. T. Maguluri
48
13
0
11 Nov 2021
Sqrt(d) Dimension Dependence of Langevin Monte Carlo
Sqrt(d) Dimension Dependence of Langevin Monte Carlo
Ruilin Li
H. Zha
Molei Tao
94
29
0
08 Sep 2021
Convergence Analysis of Schr{ö}dinger-F{ö}llmer Sampler without
  Convexity
Convergence Analysis of Schr{ö}dinger-F{ö}llmer Sampler without Convexity
Yuling Jiao
Lican Kang
Yanyan Liu
Youzhou Zhou
OT
44
6
0
10 Jul 2021
Schr{ö}dinger-F{ö}llmer Sampler: Sampling without Ergodicity
Schr{ö}dinger-F{ö}llmer Sampler: Sampling without Ergodicity
Jian Huang
Yuling Jiao
Lican Kang
Xu Liao
Jin Liu
Yanyan Liu
92
27
0
21 Jun 2021
Unadjusted Langevin algorithm with multiplicative noise: Total variation
  and Wasserstein bounds
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds
Gilles Pagès
Fabien Panloup
34
20
0
28 Dec 2020
Optimal dimension dependence of the Metropolis-Adjusted Langevin
  Algorithm
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm
Sinho Chewi
Chen Lu
Kwangjun Ahn
Xiang Cheng
Thibaut Le Gouic
Philippe Rigollet
105
66
0
23 Dec 2020
Variational Transport: A Convergent Particle-BasedAlgorithm for
  Distributional Optimization
Variational Transport: A Convergent Particle-BasedAlgorithm for Distributional Optimization
Zhuoran Yang
Yufeng Zhang
Yongxin Chen
Zhaoran Wang
OT
91
5
0
21 Dec 2020
Faster Differentially Private Samplers via Rényi Divergence Analysis
  of Discretized Langevin MCMC
Faster Differentially Private Samplers via Rényi Divergence Analysis of Discretized Langevin MCMC
Arun Ganesh
Kunal Talwar
FedML
81
41
0
27 Oct 2020
Faster Convergence of Stochastic Gradient Langevin Dynamics for
  Non-Log-Concave Sampling
Faster Convergence of Stochastic Gradient Langevin Dynamics for Non-Log-Concave Sampling
Difan Zou
Pan Xu
Quanquan Gu
101
36
0
19 Oct 2020
Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence
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
A Decentralized Approach to Bayesian Learning
Anjaly Parayil
H. Bai
Jemin George
Prudhvi K. Gurram
39
2
0
14 Jul 2020
On the Convergence of Langevin Monte Carlo: The Interplay between Tail
  Growth and Smoothness
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
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
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo
  under local conditions for nonconvex optimization
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
Estimating Normalizing Constants for Log-Concave Distributions:
  Algorithms and Lower Bounds
Estimating Normalizing Constants for Log-Concave Distributions: Algorithms and Lower Bounds
Rong Ge
Holden Lee
Jianfeng Lu
78
22
0
08 Nov 2019
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