Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling

1 March 2023

Papers citing "Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling"

7 / 7 papers shown

Title
Stereographic Markov Chain Monte Carlo Jun Yang K. Latuszyñski Gareth O. Roberts 27 13 0 24 May 2022
Heavy-tailed Sampling via Transformed Unadjusted Langevin Algorithm Ye He Krishnakumar Balasubramanian Murat A. Erdogdu 33 5 0 20 Jan 2022
Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling Keru Wu S. Schmidler Yuansi Chen 34 50 0 27 Sep 2021
The Mirror Langevin Algorithm Converges with Vanishing Bias Ruilin Li Molei Tao Santosh Vempala Andre Wibisono 37 35 0 24 Sep 2021
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 73 135 0 01 May 2018
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm Leif Johnson C. Geyer 66 51 0 27 Feb 2013
MCMC using Hamiltonian dynamics Radford M. Neal 132 3,263 0 09 Jun 2012