Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm

23 December 2020

Papers citing "Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm"

50 / 52 papers shown

Title
Mixing Time of the Proximal Sampler in Relative Fisher Information via Strong Data Processing Inequality Andre Wibisono 120 1 0 01 Jul 2025
Restricted Spectral Gap Decomposition for Simulated Tempering Targeting Mixture Distributions Jhanvi Garg Krishna Balasubramanian Quan Zhou 109 0 0 21 May 2025
Operator-Level Quantum Acceleration of Non-Logconcave Sampling Jiaqi Leng Zhiyan Ding Zherui Chen Lin Lin 97 1 0 08 May 2025
LAPD: Langevin-Assisted Bayesian Active Learning for Physical Discovery Cindy Xiangrui Kong Haoyang Zheng Guang Lin AI4CE 78 0 0 04 Mar 2025
On the query complexity of sampling from non-log-concave distributions Yuchen He Chihao Zhang 112 1 0 10 Feb 2025
Muti-Fidelity Prediction and Uncertainty Quantification with Laplace Neural Operators for Parametric Partial Differential Equations Haoyang Zheng Guang Lin AI4CE 84 0 0 01 Feb 2025
Sampling with Adaptive Variance for Multimodal Distributions Bjorn Engquist Kui Ren Yunan Yang 118 1 0 20 Nov 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
Rényi-infinity constrained sampling with $d^3$ membership queries Yunbum Kook Matthew Shunshi Zhang 68 1 0 17 Jul 2024
A Separation in Heavy-Tailed Sampling: Gaussian vs. Stable Oracles for Proximal Samplers Ye He Alireza Mousavi-Hosseini Krishnakumar Balasubramanian Murat A. Erdogdu 81 2 0 27 May 2024
Linear Noise Approximation Assisted Bayesian Inference on Mechanistic Model of Partially Observed Stochastic Reaction Network Wandi Xu Wei Xie 42 0 0 05 May 2024
Dimension-free Relaxation Times of Informed MCMC Samplers on Discrete Spaces Hyunwoong Chang Quan Zhou 77 6 0 05 Apr 2024
Provably Robust Score-Based Diffusion Posterior Sampling for Plug-and-Play Image Reconstruction Xingyu Xu Yuejie Chi DiffM 96 27 0 25 Mar 2024
Sampling from the Mean-Field Stationary Distribution Yunbum Kook Matthew Shunshi Zhang Sinho Chewi Murat A. Erdogdu Mufan Li 120 7 0 12 Feb 2024
Fast sampling from constrained spaces using the Metropolis-adjusted Mirror Langevin algorithm Vishwak Srinivasan Andre Wibisono Ashia Wilson 70 7 0 14 Dec 2023
Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo Max Hird Samuel Livingstone 65 5 0 08 Dec 2023
Particle Guidance: non-I.I.D. Diverse Sampling with Diffusion Models Gabriele Corso Yilun Xu Valentin De Bortoli Regina Barzilay Tommi Jaakkola DiffM 102 26 0 19 Oct 2023
Learning variational autoencoders via MCMC speed measures Marcel Hirt Vasileios Kreouzis P. Dellaportas BDL DRL 48 2 0 26 Aug 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
When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm? Yuansi Chen Khashayar Gatmiry 129 16 0 10 Apr 2023
Query lower bounds for log-concave sampling Sinho Chewi Jaume de Dios Pont Jerry Li Chen Lu Shyam Narayanan 95 8 0 05 Apr 2023
Inferring networks from time series: a neural approach Thomas Gaskin G. Pavliotis Mark Girolami AI4TS 79 7 0 30 Mar 2023
Towards a Complete Analysis of Langevin Monte Carlo: Beyond Poincaré Inequality Alireza Mousavi-Hosseini Tyler Farghly Ye He Krishnakumar Balasubramanian Murat A. Erdogdu 116 27 0 07 Mar 2023
Convergence Rates for Non-Log-Concave Sampling and Log-Partition Estimation David Holzmüller Francis R. Bach 84 9 0 06 Mar 2023
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling Ye He Tyler Farghly Krishnakumar Balasubramanian Murat A. Erdogdu 86 4 0 01 Mar 2023
Faster high-accuracy log-concave sampling via algorithmic warm starts Jason M. Altschuler Sinho Chewi 109 36 0 20 Feb 2023
Improved dimension dependence of a proximal algorithm for sampling JiaoJiao Fan Bo Yuan Yongxin Chen 81 25 0 20 Feb 2023
Algorithmic Aspects of the Log-Laplace Transform and a Non-Euclidean Proximal Sampler Sivakanth Gopi Y. Lee Daogao Liu Ruoqi Shen Kevin Tian 93 7 0 13 Feb 2023
On Sampling with Approximate Transport Maps Louis Grenioux Alain Durmus Eric Moulines Marylou Gabrié OT 65 17 0 09 Feb 2023
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
Quantum Algorithms for Sampling Log-Concave Distributions and Estimating Normalizing Constants Andrew M. Childs Tongyang Li Jin-Peng Liu Cong Wang Ruizhe Zhang 64 17 0 12 Oct 2022
Fisher information lower bounds for sampling Sinho Chewi P. Gerber Holden Lee Chen Lu 113 15 0 05 Oct 2022
Hamiltonian Monte Carlo for efficient Gaussian sampling: long and random steps Simon Apers S. Gribling Dániel Szilágyi 86 10 0 26 Sep 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
On free energy barriers in Gaussian priors and failure of cold start MCMC for high-dimensional unimodal distributions Afonso S. Bandeira Antoine Maillard Richard Nickl Sven Wang 67 10 0 05 Sep 2022
Gradient-based data and parameter dimension reduction for Bayesian models: an information theoretic perspective Ricardo Baptista Youssef Marzouk O. Zahm 56 14 0 18 Jul 2022
On the Computational Complexity of Metropolis-Adjusted Langevin Algorithms for Bayesian Posterior Sampling Rong Tang Yun Yang 51 5 0 13 Jun 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 90 15 0 26 Feb 2022
Heavy-tailed Sampling via Transformed Unadjusted Langevin Algorithm Ye He Krishnakumar Balasubramanian Murat A. Erdogdu 83 5 0 20 Jan 2022
On the geometric convergence for MALA under verifiable conditions Alain Durmus Eric Moulines 63 12 0 06 Jan 2022
On Mixing Times of Metropolized Algorithm With Optimization Step (MAO) : A New Framework EL Mahdi Khribch George Deligiannidis Daniel Paulin 25 0 0 01 Dec 2021
Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling Keru Wu S. Schmidler Yuansi Chen 127 54 0 27 Sep 2021
Sqrt(d) Dimension Dependence of Langevin Monte Carlo Ruilin Li H. Zha Molei Tao 88 29 0 08 Sep 2021
Convergence of position-dependent MALA with application to conditional simulation in GLMMs Vivekananda Roy Lijin Zhang 56 8 0 28 Aug 2021
Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension Alain Durmus A. Eberle 81 20 0 02 Aug 2021
Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions Y. Lee Ruoqi Shen Kevin Tian 54 20 0 10 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
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle 110 31 0 03 May 2021
Efficient constrained sampling via the mirror-Langevin algorithm Kwangjun Ahn Sinho Chewi 111 57 0 30 Oct 2020