Log-concave sampling: Metropolis-Hastings algorithms are fast

Log-concave sampling: Metropolis-Hastings algorithms are fast

8 January 2018

Martin J. Wainwright

Papers citing "Log-concave sampling: Metropolis-Hastings algorithms are fast"

14 / 64 papers shown

Title
Wasserstein Control of Mirror Langevin Monte Carlo Kelvin Shuangjian Zhang Gabriel Peyré M. Fadili Marcelo Pereyra 16 65 0 11 Feb 2020
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 22 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 20 1 0 21 Oct 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 22 47 0 23 May 2019
Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting Maxime Vono Daniel Paulin Arnaud Doucet 13 37 0 23 May 2019
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 21 155 0 24 Jul 2018
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 77 136 0 01 May 2018
Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo Oren Mangoubi Nisheeth K. Vishnoi 25 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
Beyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlo Rong Ge Holden Lee Andrej Risteski 23 53 0 07 Oct 2017
Complexity Results for MCMC derived from Quantitative Bounds Jun Yang Jeffrey S. Rosenthal 29 23 0 02 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
MCMC using Hamiltonian dynamics Radford M. Neal 185 3,262 0 09 Jun 2012