A Separation in Heavy-Tailed Sampling: Gaussian vs. Stable Oracles for Proximal Samplers

27 May 2024

Papers citing "A Separation in Heavy-Tailed Sampling: Gaussian vs. Stable Oracles for Proximal Samplers"

6 / 6 papers shown

Title
Towards a Complete Analysis of Langevin Monte Carlo: Beyond Poincaré Inequality Alireza Mousavi-Hosseini Tyler Farghly Ye He Krishnakumar Balasubramanian Murat A. Erdogdu 45 25 0 07 Mar 2023
Fisher information lower bounds for sampling Sinho Chewi P. Gerber Holden Lee Chen Lu 49 15 0 05 Oct 2022
Stereographic Markov Chain Monte Carlo Jun Yang K. Latuszyñski Gareth O. Roberts 41 13 0 24 May 2022
Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling Keru Wu S. Schmidler Yuansi Chen 42 51 0 27 Sep 2021
Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence Murat A. Erdogdu Rasa Hosseinzadeh Matthew Shunshi Zhang 86 41 0 22 Jul 2020
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm Leif Johnson C. Geyer 74 52 0 27 Feb 2013