Mirrored Langevin Dynamics

27 February 2018

Papers citing "Mirrored Langevin Dynamics"

30 / 30 papers shown

Title
Mirror Mean-Field Langevin Dynamics Anming Gu Juno Kim 39 0 0 05 May 2025
Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio Management Yi-Hu Feng Tianlin Li Tian Xie 62 0 0 26 Feb 2025
Neural Approximate Mirror Maps for Constrained Diffusion Models Berthy Feng Ricardo Baptista Katherine Bouman MedIm DiffM 53 3 0 18 Jun 2024
Constrained Exploration via Reflected Replica Exchange Stochastic Gradient Langevin Dynamics Haoyang Zheng Hengrong Du Qi Feng Wei Deng Guang Lin 44 4 0 13 May 2024
Reflected Schrödinger Bridge for Constrained Generative Modeling Wei Deng Yu Chen Nicole Tianjiao Yang Hengrong Du Qi Feng Ricky T. Q. Chen 39 7 0 06 Jan 2024
Score Matching-based Pseudolikelihood Estimation of Neural Marked Spatio-Temporal Point Process with Uncertainty Quantification Zichong Li Qunzhi Xu Zhenghao Xu Yajun Mei Tuo Zhao Hongyuan Zha 22 1 0 25 Oct 2023
Mirror Diffusion Models for Constrained and Watermarked Generation Guan-Horng Liu T. Chen Evangelos A. Theodorou Molei Tao DiffM 23 22 0 02 Oct 2023
Efficient Sampling of Stochastic Differential Equations with Positive Semi-Definite Models Anant Raj Umut Simsekli Alessandro Rudi DiffM 31 1 0 30 Mar 2023
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling Ye He Tyler Farghly Krishnakumar Balasubramanian Murat A. Erdogdu 47 4 0 01 Mar 2023
Efficiently handling constraints with Metropolis-adjusted Langevin algorithm Jinyuan Chang C. Tang Yuanzheng Zhu 16 1 0 23 Feb 2023
Gradient Flows for Sampling: Mean-Field Models, Gaussian Approximations and Affine Invariance Yifan Chen Daniel Zhengyu Huang Jiaoyang Huang Sebastian Reich Andrew M. Stuart 27 17 0 21 Feb 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
Non-convex sampling for a mixture of locally smooth potentials D. Nguyen 33 0 0 31 Jan 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
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 38 24 0 16 Oct 2022
Convergence of the Riemannian Langevin Algorithm Khashayar Gatmiry Santosh Vempala 27 21 0 22 Apr 2022
Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials D. Nguyen 35 5 0 17 Dec 2021
Sampling with Mirrored Stein Operators Jiaxin Shi Chang-rui Liu Lester W. Mackey 51 19 0 23 Jun 2021
KALE Flow: A Relaxed KL Gradient Flow for Probabilities with Disjoint Support Pierre Glaser Michael Arbel Arthur Gretton 57 37 0 16 Jun 2021
A Convergence Theory for SVGD in the Population Limit under Talagrand's Inequality T1 Adil Salim Lukang Sun Peter Richtárik 26 20 0 06 Jun 2021
On stochastic mirror descent with interacting particles: convergence properties and variance reduction Anastasia Borovykh N. Kantas P. Parpas G. Pavliotis 33 12 0 15 Jul 2020
Penalized Langevin dynamics with vanishing penalty for smooth and log-concave targets Avetik G. Karagulyan A. Dalalyan 11 8 0 24 Jun 2020
Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm Adil Salim Peter Richtárik 27 38 0 16 Jun 2020
SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence Sinho Chewi Thibaut Le Gouic Chen Lu Tyler Maunu Philippe Rigollet 41 66 0 03 Jun 2020
On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness Murat A. Erdogdu Rasa Hosseinzadeh 16 75 0 27 May 2020
Wasserstein Control of Mirror Langevin Monte Carlo Kelvin Shuangjian Zhang Gabriel Peyré M. Fadili Marcelo Pereyra 19 65 0 11 Feb 2020
Stochastic gradient Markov chain Monte Carlo Christopher Nemeth Paul Fearnhead BDL 27 135 0 16 Jul 2019
Langevin Monte Carlo without smoothness Niladri S. Chatterji Jelena Diakonikolas Michael I. Jordan Peter L. Bartlett BDL 26 43 0 30 May 2019
Stochastic Proximal Langevin Algorithm: Potential Splitting and Nonasymptotic Rates Adil Salim D. Kovalev Peter Richtárik 12 25 0 28 May 2019
On the Convergence of Stochastic Gradient MCMC Algorithms with High-Order Integrators Changyou Chen Nan Ding Lawrence Carin 40 159 0 21 Oct 2016