Analysis of Langevin Monte Carlo via convex optimization

26 February 2018

Papers citing "Analysis of Langevin Monte Carlo via convex optimization"

18 / 18 papers shown

Title
Diffusion at Absolute Zero: Langevin Sampling Using Successive Moreau Envelopes [conference paper] Andreas Habring Alexander Falk Thomas Pock 82 0 0 03 Feb 2025
Computational and Statistical Asymptotic Analysis of the JKO Scheme for Iterative Algorithms to update distributions Shang Wu Yazhen Wang 74 0 0 11 Jan 2025
Provable Convergence and Limitations of Geometric Tempering for Langevin Dynamics Omar Chehab Anna Korba Austin Stromme Adrien Vacher 89 3 0 13 Oct 2024
Proximal Interacting Particle Langevin Algorithms Paula Cordero Encinar F. R. Crucinio O. Deniz Akyildiz 61 5 0 20 Jun 2024
Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation Ö. Deniz Akyildiz F. R. Crucinio Mark Girolami Tim Johnston Sotirios Sabanis 57 13 0 23 Mar 2023
Estimating Normalizing Constants for Log-Concave Distributions: Algorithms and Lower Bounds Rong Ge Holden Lee Jianfeng Lu 30 22 0 08 Nov 2019
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem Andre Wibisono 77 178 0 22 Feb 2018
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient A. Dalalyan Avetik G. Karagulyan 60 296 0 29 Sep 2017
Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization Pan Xu Jinghui Chen Difan Zou Quanquan Gu 47 202 0 20 Jul 2017
Convergence of Langevin MCMC in KL-divergence Xiang Cheng Peter L. Bartlett 34 189 0 25 May 2017
Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysis Maxim Raginsky Alexander Rakhlin Matus Telgarsky 62 518 0 13 Feb 2017
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 71 351 0 05 May 2016
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 50 410 0 17 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 59 514 0 23 Dec 2014
Proximal Markov chain Monte Carlo algorithms Marcelo Pereyra 56 178 0 02 Jun 2013
Rényi Divergence and Kullback-Leibler Divergence T. Erven P. Harremoes 54 1,326 0 12 Jun 2012
MCMC using Hamiltonian dynamics Radford M. Neal 282 3,278 0 09 Jun 2012
Simulation-based Regularized Logistic Regression R. Gramacy Nicholas G. Polson 67 69 0 19 May 2010