High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm

5 May 2016

Papers citing "High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm"

27 / 77 papers shown

Title
On the limitations of single-step drift and minorization in Markov chain convergence analysis Qian Qin J. Hobert 17 29 0 21 Mar 2020
Central limit theorems for Markov chains based on their convergence rates in Wasserstein distance Rui Jin Aixin Tan 28 6 0 21 Feb 2020
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization Ömer Deniz Akyildiz Sotirios Sabanis 43 17 0 13 Feb 2020
Wasserstein Control of Mirror Langevin Monte Carlo Kelvin Shuangjian Zhang Gabriel Peyré M. Fadili Marcelo Pereyra 19 65 0 11 Feb 2020
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 25 37 0 10 Feb 2020
The reproducing Stein kernel approach for post-hoc corrected sampling Liam Hodgkinson R. Salomone Fred Roosta 32 27 0 25 Jan 2020
Aggregated Gradient Langevin Dynamics Chao Zhang Jiahao Xie Zebang Shen P. Zhao Tengfei Zhou Hui Qian 25 1 0 21 Oct 2019
Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting Maxime Vono Daniel Paulin Arnaud Doucet 18 37 0 23 May 2019
Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Learning Huy N. Chau M. Rásonyi 25 10 0 25 Mar 2019
Asymptotically exact data augmentation: models, properties and algorithms Maxime Vono N. Dobigeon P. Chainais 16 27 0 15 Feb 2019
Accelerated Flow for Probability Distributions Amirhossein Taghvaei P. Mehta 37 30 0 10 Jan 2019
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case M. Barkhagen N. H. Chau '. Moulines Miklós Rásonyi S. Sabanis Ying Zhang 21 37 0 06 Dec 2018
Higher Order Langevin Monte Carlo Algorithm Sotirios Sabanis Ying Zhang 11 22 0 02 Aug 2018
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 24 155 0 24 Jul 2018
Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo Oren Mangoubi Nisheeth K. Vishnoi 27 53 0 24 Feb 2018
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem Andre Wibisono 21 177 0 22 Feb 2018
Stochastic Variance-Reduced Hamilton Monte Carlo Methods Difan Zou Pan Xu Quanquan Gu BDL 24 31 0 13 Feb 2018
Beyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlo Rong Ge Holden Lee Andrej Risteski 26 53 0 07 Oct 2017
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions Oren Mangoubi Aaron Smith 32 106 0 23 Aug 2017
Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization Pan Xu Jinghui Chen Difan Zou Quanquan Gu 31 200 0 20 Jul 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 36 293 0 12 Jul 2017
Control Variates for Stochastic Gradient MCMC Jack Baker Paul Fearnhead E. Fox Christopher Nemeth BDL 25 101 0 16 Jun 2017
Bayes Shrinkage at GWAS scale: Convergence and Approximation Theory of a Scalable MCMC Algorithm for the Horseshoe Prior J. Johndrow Paulo Orenstein A. Bhattacharya 34 23 0 02 May 2017
Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent A. Dalalyan BDL 14 174 0 16 Apr 2017
Rapid Mixing of Geodesic Walks on Manifolds with Positive Curvature Oren Mangoubi Aaron Smith OT 16 22 0 09 Sep 2016
Ensemble preconditioning for Markov chain Monte Carlo simulation Charles Matthews J. Weare B. Leimkuhler 16 55 0 13 Jul 2016
Efficient Solution to the 3D Problem of Automatic Wall Paintings Reassembly A. S. Keys Dimitris Arabadjis C. Iacovella Panayiotis Rousopoulos S. Glotzer Michail Panagopoulos Lena Papazoglou-Manioudaki 3DV 50 134 0 10 Oct 2012