On sampling from a log-concave density using kinetic Langevin diffusions

24 July 2018

Papers citing "On sampling from a log-concave density using kinetic Langevin diffusions"

35 / 35 papers shown

Title
A Langevin sampling algorithm inspired by the Adam optimizer B. Leimkuhler René Lohmann P. Whalley 79 0 0 26 Apr 2025
Computational and Statistical Asymptotic Analysis of the JKO Scheme for Iterative Algorithms to update distributions Shang Wu Yazhen Wang 43 0 0 11 Jan 2025
Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin Dynamics Daniel Paulin P. Whalley Neil K. Chada B. Leimkuhler BDL 49 4 0 14 Oct 2024
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators B. Leimkuhler Daniel Paulin P. Whalley 31 5 0 14 Jun 2023
Solving Linear Inverse Problems using Higher-Order Annealed Langevin Diffusion Nicolas Zilberstein A. Sabharwal Santiago Segarra DiffM 39 8 0 08 May 2023
Query lower bounds for log-concave sampling Sinho Chewi Jaume de Dios Pont Jerry Li Chen Lu Shyam Narayanan 32 8 0 05 Apr 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
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics B. Leimkuhler Daniel Paulin P. Whalley 32 16 0 21 Feb 2023
Kinetic Langevin MCMC Sampling Without Gradient Lipschitz Continuity -- the Strongly Convex Case Tim Johnston Iosif Lytras Sotirios Sabanis 38 8 0 19 Jan 2023
Stochastic Langevin Monte Carlo for (weakly) log-concave posterior distributions Marelys Crespo Navas S. Gadat X. Gendre 26 0 0 08 Jan 2023
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration Nawaf Bou-Rabee Milo Marsden 32 12 0 20 Nov 2022
A Dynamical System View of Langevin-Based Non-Convex Sampling Mohammad Reza Karimi Ya-Ping Hsieh Andreas Krause 40 4 0 25 Oct 2022
Adaptive Tuning for Metropolis Adjusted Langevin Trajectories L. Riou-Durand Pavel Sountsov Jure Vogrinc C. Margossian Samuel Power 32 6 0 21 Oct 2022
Nesterov smoothing for sampling without smoothness JiaoJiao Fan Bo Yuan Jiaming Liang Yongxin Chen 37 2 0 15 Aug 2022
Accelerating Hamiltonian Monte Carlo via Chebyshev Integration Time Jun-Kun Wang Andre Wibisono 30 9 0 05 Jul 2022
Sampling from Log-Concave Distributions over Polytopes via a Soft-Threshold Dikin Walk Oren Mangoubi Nisheeth K. Vishnoi 74 2 0 19 Jun 2022
A Proximal Algorithm for Sampling Jiaming Liang Yongxin Chen 24 17 0 28 Feb 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 21 14 0 26 Feb 2022
HMC and underdamped Langevin united in the unadjusted convex smooth case Nicolai Gouraud Pierre Le Bris Adrien Majka Pierre Monmarché 20 10 0 02 Feb 2022
Sampling from Log-Concave Distributions with Infinity-Distance Guarantees Oren Mangoubi Nisheeth K. Vishnoi 33 14 0 07 Nov 2021
When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint Y. Freund Yi Ma Tong Zhang 37 16 0 05 Oct 2021
Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics Alain Durmus Aurélien Enfroy Eric Moulines G. Stoltz 27 17 0 30 Jul 2021
Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions Y. Lee Ruoqi Shen Kevin Tian 16 20 0 10 Jun 2021
The shifted ODE method for underdamped Langevin MCMC James Foster Terry Lyons Harald Oberhauser 19 16 0 10 Jan 2021
Complexity of zigzag sampling algorithm for strongly log-concave distributions Jianfeng Lu Lihan Wang 13 6 0 21 Dec 2020
Random Coordinate Underdamped Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 32 13 0 22 Oct 2020
On the cost of Bayesian posterior mean strategy for log-concave models S. Gadat Fabien Panloup Clément Pellegrini 26 7 0 08 Oct 2020
Random Coordinate Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 16 11 0 03 Oct 2020
An Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias Lu Yu Krishnakumar Balasubramanian S. Volgushev Murat A. Erdogdu 35 50 0 14 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 36 66 0 03 Jun 2020
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization Ömer Deniz Akyildiz Sotirios Sabanis 46 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
Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting Maxime Vono Daniel Paulin Arnaud Doucet 24 37 0 23 May 2019
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 77 136 0 01 May 2018