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

10 July 2020

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

29 / 29 papers shown

Title
A Langevin sampling algorithm inspired by the Adam optimizer Benedict Leimkuhler René Lohmann Peter Whalley 156 0 0 26 Apr 2025
Underdamped Diffusion Bridges with Applications to Sampling Denis Blessing Julius Berner Lorenz Richter Gerhard Neumann DiffM 138 6 0 02 Mar 2025
Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin Dynamics Daniel Paulin Peter Whalley Neil K. Chada Benedict Leimkuhler BDL 108 4 0 14 Oct 2024
Mixing of the No-U-Turn Sampler and the Geometry of Gaussian Concentration Nawaf Bou-Rabee Stefan Oberdörster 53 1 0 09 Oct 2024
Kinetic Interacting Particle Langevin Monte Carlo Paul Felix Valsecchi Oliva O. Deniz Akyildiz 110 6 0 08 Jul 2024
Parallelized Midpoint Randomization for Langevin Monte Carlo Lu Yu A. Dalalyan 75 7 0 22 Feb 2024
Non-reversible lifts of reversible diffusion processes and relaxation times Andreas Eberle Francis Lörler 52 9 0 07 Feb 2024
Mean-field underdamped Langevin dynamics and its spacetime discretization Qiang Fu Ashia Wilson 80 4 0 26 Dec 2023
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators Benedict Leimkuhler Daniel Paulin Peter Whalley 68 6 0 14 Jun 2023
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 Tim Tsz-Kit Lau Han Liu Thomas Pock 97 4 0 25 May 2023
Solving Linear Inverse Problems using Higher-Order Annealed Langevin Diffusion Nicolas Zilberstein A. Sabharwal Santiago Segarra DiffM 107 9 0 08 May 2023
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling Ye He Tyler Farghly Krishnakumar Balasubramanian Murat A. Erdogdu 91 4 0 01 Mar 2023
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics Benedict Leimkuhler Daniel Paulin Peter Whalley 133 17 0 21 Feb 2023
Faster high-accuracy log-concave sampling via algorithmic warm starts Jason M. Altschuler Sinho Chewi 112 36 0 20 Feb 2023
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
Langevin Diffusion Variational Inference Tomas Geffner Justin Domke DiffM 75 24 0 16 Aug 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 90 15 0 26 Feb 2022
Nonlinear MCMC for Bayesian Machine Learning James Vuckovic 65 2 0 11 Feb 2022
HMC and underdamped Langevin united in the unadjusted convex smooth case Nicolai Gouraud Pierre Le Bris Adrien Majka Pierre Monmarché 82 12 0 02 Feb 2022
Optimal friction matrix for underdamped Langevin sampling Martin Chak N. Kantas T. Lelièvre G. Pavliotis 54 10 0 30 Nov 2021
Revisiting the Effects of Stochasticity for Hamiltonian Samplers Giulio Franzese Dimitrios Milios Maurizio Filippone Pietro Michiardi 32 3 0 30 Jun 2021
Monte Carlo Variational Auto-Encoders Achille Thin Nikita Kotelevskii Arnaud Doucet Alain Durmus Eric Moulines Maxim Panov BDL DRL 67 45 0 30 Jun 2021
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle 110 31 0 03 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 93 16 0 10 Jan 2021
Complexity of zigzag sampling algorithm for strongly log-concave distributions Jianfeng Lu Lihan Wang 62 6 0 21 Dec 2020
Gibbs posterior convergence and the thermodynamic formalism K. Mcgoff S. Mukherjee A. Nobel 79 10 0 24 Jan 2019