An Efficient Sampling Algorithm for Non-smooth Composite Potentials

An Efficient Sampling Algorithm for Non-smooth Composite Potentials

1 October 2019

Nicolas Flammarion

Martin J. Wainwright

Peter L. Bartlett

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Papers citing "An Efficient Sampling Algorithm for Non-smooth Composite Potentials"

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Title
Approximate Primal-Dual Fixed-Point based Langevin Algorithms for Non-smooth Convex Potentials Ziruo Cai Jinglai Li Xiaoqun Zhang 31 1 0 10 Apr 2023
Improved dimension dependence of a proximal algorithm for sampling JiaoJiao Fan Bo Yuan Yongxin Chen 81 25 0 20 Feb 2023
Bregman Proximal Langevin Monte Carlo via Bregman--Moreau Envelopes Tim Tsz-Kit Lau Han Liu 127 7 0 10 Jul 2022
Stochastic Langevin Differential Inclusions with Applications to Machine Learning F. Difonzo Vyacheslav Kungurtsev Jakub Mareˇcek 47 3 0 23 Jun 2022
A Proximal Algorithm for Sampling Jiaming Liang Yongxin Chen 102 18 0 28 Feb 2022
A Proximal Algorithm for Sampling from Non-smooth Potentials Jiaming Liang Yongxin Chen 108 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
Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo Apostolos Chalkis Vissarion Fisikopoulos Marios Papachristou Elias P. Tsigaridas 73 8 0 25 Feb 2021
Structured Logconcave Sampling with a Restricted Gaussian Oracle Y. Lee Ruoqi Shen Kevin Tian 79 73 0 07 Oct 2020
Active Importance Sampling for Variational Objectives Dominated by Rare Events: Consequences for Optimization and Generalization Grant M. Rotskoff Andrew R. Mitchell Eric Vanden-Eijnden 51 13 0 11 Aug 2020
Composite Logconcave Sampling with a Restricted Gaussian Oracle Ruoqi Shen Kevin Tian Y. Lee 66 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