Proximal Markov chain Monte Carlo algorithms

2 June 2013

Papers citing "Proximal Markov chain Monte Carlo algorithms"

22 / 22 papers shown

Title
Entropy-Guided Sampling of Flat Modes in Discrete Spaces Pinaki Mohanty Riddhiman Bhattacharya Ruqi Zhang 232 0 0 05 May 2025
Diffusion at Absolute Zero: Langevin Sampling Using Successive Moreau Envelopes [conference paper] Andreas Habring Alexander Falk Thomas Pock 60 0 0 03 Feb 2025
Distributed Markov Chain Monte Carlo Sampling based on the Alternating Direction Method of Multipliers Alexandros E. Tzikas Licio Romao Mert Pilanci Alessandro Abate Mykel J. Kochenderfer 34 0 0 29 Jan 2024
Moreau-Yoshida Variational Transport: A General Framework For Solving Regularized Distributional Optimization Problems Dai Hai Nguyen Tetsuya Sakurai 29 1 0 31 Jul 2023
Non-asymptotic analysis of Langevin-type Monte Carlo algorithms Shogo H. Nakakita 26 0 0 22 Mar 2023
Algorithmic Aspects of the Log-Laplace Transform and a Non-Euclidean Proximal Sampler Sivakanth Gopi Y. Lee Daogao Liu Ruoqi Shen Kevin Tian 17 7 0 13 Feb 2023
A Dynamical System View of Langevin-Based Non-Convex Sampling Mohammad Reza Karimi Ya-Ping Hsieh Andreas Krause 40 4 0 25 Oct 2022
Optimal Scaling for the Proximal Langevin Algorithm in High Dimensions Natesh S. Pillai 15 2 0 21 Apr 2022
Bayesian imaging using Plug & Play priors: when Langevin meets Tweedie R. Laumont Valentin De Bortoli Andrés Almansa J. Delon Alain Durmus Marcelo Pereyra 29 109 0 08 Mar 2021
The reproducing Stein kernel approach for post-hoc corrected sampling Liam Hodgkinson R. Salomone Fred Roosta 37 27 0 25 Jan 2020
Maximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part I: Methodology and Experiments A. F. Vidal Valentin De Bortoli Marcelo Pereyra Alain Durmus 24 7 0 26 Nov 2019
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 82 49 0 04 Nov 2019
Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting Maxime Vono Daniel Paulin Arnaud Doucet 32 37 0 23 May 2019
Asymptotically exact data augmentation: models, properties and algorithms Maxime Vono N. Dobigeon P. Chainais 37 27 0 15 Feb 2019
Split-and-augmented Gibbs sampler - Application to large-scale inference problems Maxime Vono N. Dobigeon P. Chainais 26 50 0 16 Apr 2018
Langevin Monte Carlo and JKO splitting Espen Bernton 15 78 0 23 Feb 2018
Bayesian Lasso : Concentration and MCMC Diagnosis Daoud Ounaissi Nadji Rahmania 21 0 0 22 Feb 2018
Estimating linear functionals of a sparse family of Poisson means O. Collier A. Dalalyan 32 2 0 05 Dec 2017
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau Alain Durmus Eric Moulines Marcelo Pereyra 32 174 0 22 Dec 2016
Stochastic Quasi-Newton Langevin Monte Carlo Umut Simsekli Roland Badeau A. Cemgil G. Richard BDL 16 61 0 10 Feb 2016
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 27 513 0 23 Dec 2014
A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection Amandine Schreck G. Fort Sylvain Le Corff Eric Moulines 53 43 0 19 Dec 2013