The Randomized Midpoint Method for Log-Concave Sampling

12 September 2019

Papers citing "The Randomized Midpoint Method for Log-Concave Sampling"

45 / 45 papers shown

Title
Beyond Propagation of Chaos: A Stochastic Algorithm for Mean Field Optimization Chandan Tankala Dheeraj M. Nagaraj Anant Raj 67 1 0 17 Mar 2025
On the query complexity of sampling from non-log-concave distributions Yuchen He Chihao Zhang 112 1 0 10 Feb 2025
Computational and Statistical Asymptotic Analysis of the JKO Scheme for Iterative Algorithms to update distributions Shang Wu Yazhen Wang 104 0 0 11 Jan 2025
Weak Generative Sampler to Efficiently Sample Invariant Distribution of Stochastic Differential Equation Zhiqiang Cai Yu Cao Yuanfei Huang Xiang Zhou DiffM 96 0 0 29 May 2024
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo Nawaf Bou-Rabee Bob Carpenter Milo Marsden 136 7 0 23 Apr 2024
Zeroth-Order Sampling Methods for Non-Log-Concave Distributions: Alleviating Metastability by Denoising Diffusion Ye He Kevin Rojas Molei Tao DiffM 116 11 0 27 Feb 2024
Parallelized Midpoint Randomization for Langevin Monte Carlo Lu Yu A. Dalalyan 75 7 0 22 Feb 2024
Fisher information dissipation for time inhomogeneous stochastic differential equations Qi Feng Xinzhe Zuo Wuchen Li 52 4 0 01 Feb 2024
Improved dimension dependence of a proximal algorithm for sampling JiaoJiao Fan Bo Yuan Yongxin Chen 81 25 0 20 Feb 2023
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration Nawaf Bou-Rabee Milo Marsden 76 12 0 20 Nov 2022
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 96 25 0 16 Oct 2022
Condition-number-independent convergence rate of Riemannian Hamiltonian Monte Carlo with numerical integrators Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 88 12 0 13 Oct 2022
Sampling is as easy as learning the score: theory for diffusion models with minimal data assumptions Sitan Chen Sinho Chewi Jungshian Li Yuanzhi Li Adil Salim Anru R. Zhang DiffM 227 278 0 22 Sep 2022
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition Lukang Sun Avetik G. Karagulyan Peter Richtárik 81 19 0 01 Jun 2022
Variational inference via Wasserstein gradient flows Marc Lambert Sinho Chewi Francis R. Bach Silvère Bonnabel Philippe Rigollet BDL DRL 98 77 0 31 May 2022
Private Convex Optimization via Exponential Mechanism Sivakanth Gopi Y. Lee Daogao Liu 141 54 0 01 Mar 2022
A Proximal Algorithm for Sampling Jiaming Liang Yongxin Chen 102 18 0 28 Feb 2022
Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 84 40 0 03 Feb 2022
HMC and underdamped Langevin united in the unadjusted convex smooth case Nicolai Gouraud Pierre Le Bris Adrien Majka Pierre Monmarché 72 12 0 02 Feb 2022
Heavy-tailed Sampling via Transformed Unadjusted Langevin Algorithm Ye He Krishnakumar Balasubramanian Murat A. Erdogdu 83 5 0 20 Jan 2022
Optimal friction matrix for underdamped Langevin sampling Martin Chak N. Kantas T. Lelièvre G. Pavliotis 48 9 0 30 Nov 2021
A Proximal Algorithm for Sampling from Non-smooth Potentials Jiaming Liang Yongxin Chen 105 26 0 09 Oct 2021
When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint Y. Freund Yi-An Ma Tong Zhang 72 16 0 05 Oct 2021
Sqrt(d) Dimension Dependence of Langevin Monte Carlo Ruilin Li H. Zha Molei Tao 82 29 0 08 Sep 2021
ScoreGrad: Multivariate Probabilistic Time Series Forecasting with Continuous Energy-based Generative Models Tijin Yan Hongwei Zhang Tong Zhou Yufeng Zhan Yuanqing Xia DiffM AI4TS 80 40 0 18 Jun 2021
Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions Y. Lee Ruoqi Shen Kevin Tian 54 20 0 10 Jun 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
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
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
Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo Apostolos Chalkis Vissarion Fisikopoulos Marios Papachristou Elias P. Tsigaridas 73 8 0 25 Feb 2021
The shifted ODE method for underdamped Langevin MCMC James Foster Terry Lyons Harald Oberhauser 91 16 0 10 Jan 2021
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm Sinho Chewi Chen Lu Kwangjun Ahn Xiang Cheng Thibaut Le Gouic Philippe Rigollet 96 66 0 23 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
Random Coordinate Underdamped Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 91 13 0 22 Oct 2020
Structured Logconcave Sampling with a Restricted Gaussian Oracle Y. Lee Ruoqi Shen Kevin Tian 76 73 0 07 Oct 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
Composite Logconcave Sampling with a Restricted Gaussian Oracle Ruoqi Shen Kevin Tian Y. Lee 64 10 0 10 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
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 81 37 0 10 Feb 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
High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm Wenlong Mou Yian Ma Martin J. Wainwright Peter L. Bartlett Michael I. Jordan DiffM 65 85 0 28 Aug 2019
Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond Xuechen Li Denny Wu Lester W. Mackey Murat A. Erdogdu 83 71 0 19 Jun 2019
Optimal Convergence Rate of Hamiltonian Monte Carlo for Strongly Logconcave Distributions Zongchen Chen Santosh Vempala 82 65 0 07 May 2019