Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation

17 October 2017

Papers citing "Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation"

16 / 16 papers shown

Title
New affine invariant ensemble samplers and their dimensional scaling Yifan Chen 19 0 0 05 May 2025
Constrained Exploration via Reflected Replica Exchange Stochastic Gradient Langevin Dynamics Haoyang Zheng Hengrong Du Qi Feng Wei Deng Guang Lin 39 4 0 13 May 2024
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
Hit-and-run mixing via localization schemes Yuansi Chen Ronen Eldan 23 5 0 01 Dec 2022
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 27 24 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 35 12 0 13 Oct 2022
Sampling from Log-Concave Distributions over Polytopes via a Soft-Threshold Dikin Walk Oren Mangoubi Nisheeth K. Vishnoi 69 2 0 19 Jun 2022
Utilising the CLT Structure in Stochastic Gradient based Sampling : Improved Analysis and Faster Algorithms Aniket Das Dheeraj M. Nagaraj Anant Raj 47 6 0 08 Jun 2022
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes Augustin Chevallier F. Cazals Paul Fearnhead 14 13 0 18 Feb 2022
Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 11 38 0 03 Feb 2022
Sampling from Log-Concave Distributions with Infinity-Distance Guarantees Oren Mangoubi Nisheeth K. Vishnoi 14 14 0 07 Nov 2021
A Proximal Algorithm for Sampling from Non-smooth Potentials Jiaming Liang Yongxin Chen 34 26 0 09 Oct 2021
Random Coordinate Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 16 11 0 03 Oct 2020
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem Andre Wibisono 13 177 0 22 Feb 2018
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 36 293 0 12 Jul 2017
MCMC using Hamiltonian dynamics Radford M. Neal 185 3,262 0 09 Jun 2012