Exponential ergodicity of mirror-Langevin diffusions

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Exponential ergodicity of mirror-Langevin diffusions

19 May 2020

Thibaut Le Gouic

Philippe Rigollet

Austin J. Stromme

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Papers citing "Exponential ergodicity of mirror-Langevin diffusions"

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Title
Accelerating Constrained Sampling: A Large Deviations Approach Yingli Wang Changwei Tu Xiaoyu Wang Lingjiong Zhu 13 0 0 09 Jun 2025
New affine invariant ensemble samplers and their dimensional scaling Yifan Chen 103 0 0 05 May 2025
Learning Rate Free Sampling in Constrained Domains Louis Sharrock Lester W. Mackey Christopher Nemeth 69 2 0 24 May 2023
Variational Principles for Mirror Descent and Mirror Langevin Dynamics Belinda Tzen Anant Raj Maxim Raginsky Francis R. Bach 38 9 0 16 Mar 2023
From Optimization to Sampling Through Gradient Flows Nicolas García Trillos B. Hosseini D. Sanz-Alonso 49 11 0 22 Feb 2023
Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers Benjamin J. Zhang Youssef M. Marzouk K. Spiliopoulos 72 0 0 14 Feb 2023
Bregman Proximal Langevin Monte Carlo via Bregman--Moreau Envelopes Tim Tsz-Kit Lau Han Liu 122 7 0 10 Jul 2022
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition Lukang Sun Avetik G. Karagulyan Peter Richtárik 76 19 0 01 Jun 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
Sampling with Mirrored Stein Operators Jiaxin Shi Chang-rui Liu Lester W. Mackey 119 19 0 23 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
Efficient constrained sampling via the mirror-Langevin algorithm Kwangjun Ahn Sinho Chewi 104 57 0 30 Oct 2020
SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence Sinho Chewi Thibaut Le Gouic Chen Lu Tyler Maunu Philippe Rigollet 100 70 0 03 Jun 2020
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 119 269 0 20 Mar 2019