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High-dimensional MCMC with a standard splitting scheme for the
  underdamped Langevin diffusion
v1v2v3v4 (latest)

High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion

Electronic Journal of Statistics (EJS), 2020
10 July 2020
Pierre Monmarché
ArXiv (abs)PDFHTML

Papers citing "High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion"

32 / 32 papers shown
Contractive kinetic Langevin samplers beyond global Lipschitz continuity
Contractive kinetic Langevin samplers beyond global Lipschitz continuity
Iosif Lytras
P. Mertikopoulos
163
0
0
15 Sep 2025
Sampling by averaging: A multiscale approach to score estimation
Sampling by averaging: A multiscale approach to score estimation
Paula Cordero Encinar
Andrew Duncan
Sebastian Reich
O.Deniz Akyildiz
DiffM
199
1
0
20 Aug 2025
A Langevin sampling algorithm inspired by the Adam optimizer
A Langevin sampling algorithm inspired by the Adam optimizer
Benedict Leimkuhler
René Lohmann
Peter Whalley
586
2
0
26 Apr 2025
Underdamped Diffusion Bridges with Applications to Sampling
Underdamped Diffusion Bridges with Applications to SamplingInternational Conference on Learning Representations (ICLR), 2025
Denis Blessing
Julius Berner
Lorenz Richter
Gerhard Neumann
DiffM
511
27
0
02 Mar 2025
Fast Solvers for Discrete Diffusion Models: Theory and Applications of High-Order Algorithms
Fast Solvers for Discrete Diffusion Models: Theory and Applications of High-Order Algorithms
Yinuo Ren
Haoxuan Chen
Yuchen Zhu
Wei Guo
Yongxin Chen
Grant M. Rotskoff
Molei Tao
Lexing Ying
DiffM
388
25
0
01 Feb 2025
Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin Dynamics
Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin DynamicsInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2024
Daniel Paulin
Peter Whalley
Neil K. Chada
Benedict Leimkuhler
BDL
467
9
0
14 Oct 2024
Mixing of the No-U-Turn Sampler and the Geometry of Gaussian
  Concentration
Mixing of the No-U-Turn Sampler and the Geometry of Gaussian Concentration
Nawaf Bou-Rabee
Stefan Oberdörster
249
5
0
09 Oct 2024
Kinetic Interacting Particle Langevin Monte Carlo
Kinetic Interacting Particle Langevin Monte Carlo
Paul Felix Valsecchi Oliva
O. Deniz Akyildiz
301
10
0
08 Jul 2024
Parallelized Midpoint Randomization for Langevin Monte Carlo
Parallelized Midpoint Randomization for Langevin Monte Carlo
Lu Yu
A. Dalalyan
411
10
0
22 Feb 2024
Non-reversible lifts of reversible diffusion processes and relaxation
  times
Non-reversible lifts of reversible diffusion processes and relaxation times
Andreas Eberle
Francis Lörler
357
18
0
07 Feb 2024
Mean-field underdamped Langevin dynamics and its spacetime
  discretization
Mean-field underdamped Langevin dynamics and its spacetime discretization
Qiang Fu
Ashia Wilson
512
5
0
26 Dec 2023
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin
  Integrators
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators
Benedict Leimkuhler
Daniel Paulin
Peter Whalley
266
8
0
14 Jun 2023
Langevin Monte Carlo for strongly log-concave distributions: Randomized
  midpoint revisited
Langevin Monte Carlo for strongly log-concave distributions: Randomized midpoint revisitedInternational Conference on Learning Representations (ICLR), 2023
Lu Yu
Avetik G. Karagulyan
A. Dalalyan
341
9
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
452
7
0
25 May 2023
Solving Linear Inverse Problems using Higher-Order Annealed Langevin
  Diffusion
Solving Linear Inverse Problems using Higher-Order Annealed Langevin DiffusionIEEE Transactions on Signal Processing (IEEE TSP), 2023
Nicolas Zilberstein
A. Sabharwal
Santiago Segarra
DiffM
582
13
0
08 May 2023
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed
  Sampling
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed SamplingJournal of machine learning research (JMLR), 2023
Ye He
Tyler Farghly
Krishnakumar Balasubramanian
Murat A. Erdogdu
316
7
0
01 Mar 2023
Contraction and Convergence Rates for Discretized Kinetic Langevin
  Dynamics
Contraction and Convergence Rates for Discretized Kinetic Langevin DynamicsSIAM Journal on Numerical Analysis (SINUM), 2023
Benedict Leimkuhler
Daniel Paulin
Peter Whalley
496
23
0
21 Feb 2023
Faster high-accuracy log-concave sampling via algorithmic warm starts
Faster high-accuracy log-concave sampling via algorithmic warm startsIEEE Annual Symposium on Foundations of Computer Science (FOCS), 2023
Jason M. Altschuler
Sinho Chewi
384
52
0
20 Feb 2023
Improved Discretization Analysis for Underdamped Langevin Monte Carlo
Improved Discretization Analysis for Underdamped Langevin Monte CarloAnnual Conference Computational Learning Theory (COLT), 2023
Matthew Shunshi Zhang
Sinho Chewi
Mufan Li
Krishnakumar Balasubramanian
Murat A. Erdogdu
310
39
0
16 Feb 2023
Langevin Diffusion Variational Inference
Langevin Diffusion Variational InferenceInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2022
Tomas Geffner
Justin Domke
DiffM
370
28
0
16 Aug 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to
  Hamiltonian Monte Carlo
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo
L. Riou-Durand
Jure Vogrinc
395
17
0
26 Feb 2022
Nonlinear MCMC for Bayesian Machine Learning
Nonlinear MCMC for Bayesian Machine LearningNeural Information Processing Systems (NeurIPS), 2022
James Vuckovic
297
4
0
11 Feb 2022
HMC and underdamped Langevin united in the unadjusted convex smooth case
HMC and underdamped Langevin united in the unadjusted convex smooth case
Nicolai Gouraud
Pierre Le Bris
Adrien Majka
Pierre Monmarché
673
16
0
02 Feb 2022
Optimal friction matrix for underdamped Langevin sampling
Optimal friction matrix for underdamped Langevin sampling
Martin Chak
N. Kantas
T. Lelièvre
G. Pavliotis
158
12
0
30 Nov 2021
Revisiting the Effects of Stochasticity for Hamiltonian Samplers
Revisiting the Effects of Stochasticity for Hamiltonian SamplersInternational Conference on Machine Learning (ICML), 2021
Giulio Franzese
Dimitrios Milios
Maurizio Filippone
Pietro Michiardi
267
3
0
30 Jun 2021
Monte Carlo Variational Auto-Encoders
Monte Carlo Variational Auto-EncodersInternational Conference on Machine Learning (ICML), 2021
Achille Thin
Nikita Kotelevskii
Arnaud Doucet
Alain Durmus
Eric Moulines
Maxim Panov
BDLDRL
169
51
0
30 Jun 2021
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo
Nawaf Bou-Rabee
A. Eberle
336
39
0
03 May 2021
Wasserstein distance estimates for the distributions of numerical
  approximations to ergodic stochastic differential equations
Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equationsJournal of machine learning research (JMLR), 2021
J. Sanz-Serna
K. Zygalakis
391
28
0
26 Apr 2021
Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo
Truncated Log-concave Sampling with Reflective Hamiltonian Monte CarloACM Transactions on Mathematical Software (TOMS), 2021
Apostolos Chalkis
Vissarion Fisikopoulos
Marios Papachristou
Elias P. Tsigaridas
385
8
0
25 Feb 2021
The shifted ODE method for underdamped Langevin MCMC
The shifted ODE method for underdamped Langevin MCMC
James Foster
Terry Lyons
Harald Oberhauser
305
16
0
10 Jan 2021
Complexity of zigzag sampling algorithm for strongly log-concave
  distributions
Complexity of zigzag sampling algorithm for strongly log-concave distributionsStatistics and computing (Stat. Comput.), 2020
Jianfeng Lu
Lihan Wang
399
8
0
21 Dec 2020
Gibbs posterior convergence and the thermodynamic formalism
Gibbs posterior convergence and the thermodynamic formalism
K. Mcgoff
S. Mukherjee
A. Nobel
309
10
0
24 Jan 2019
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