Non-Asymptotic Analysis of Fractional Langevin Monte Carlo for Non-Convex Optimization

22 January 2019

Papers citing "Non-Asymptotic Analysis of Fractional Langevin Monte Carlo for Non-Convex Optimization"

21 / 21 papers shown

Title
Convergence, Sticking and Escape: Stochastic Dynamics Near Critical Points in SGD Dmitry Dudukalov Artem Logachov Vladimir Lotov Timofei Prasolov Evgeny Prokopenko Anton Tarasenko 39 0 0 24 May 2025
Probabilistic Permutation Synchronization using the Riemannian Structure of the Birkhoff Polytope Tolga Birdal Umut Simsekli 65 38 0 11 Apr 2019
Breaking Reversibility Accelerates Langevin Dynamics for Global Non-Convex Optimization Xuefeng Gao Mert Gurbuzbalaban Lingjiong Zhu 54 31 0 19 Dec 2018
Global Non-convex Optimization with Discretized Diffusions Murat A. Erdogdu Lester W. Mackey Ohad Shamir 66 105 0 29 Oct 2018
Asynchronous Stochastic Quasi-Newton MCMC for Non-Convex Optimization Umut Simsekli Çağatay Yıldız T. H. Nguyen G. Richard A. Cemgil 41 22 0 07 Jun 2018
Bayesian Pose Graph Optimization via Bingham Distributions and Tempered Geodesic MCMC Tolga Birdal Umut Simsekli M. Eken Slobodan Ilic 59 38 0 31 May 2018
Local Optimality and Generalization Guarantees for the Langevin Algorithm via Empirical Metastability Belinda Tzen Tengyuan Liang Maxim Raginsky 45 32 0 18 Feb 2018
Three Factors Influencing Minima in SGD Stanislaw Jastrzebski Zachary Kenton Devansh Arpit Nicolas Ballas Asja Fischer Yoshua Bengio Amos Storkey 76 463 0 13 Nov 2017
sgmcmc: An R Package for Stochastic Gradient Markov Chain Monte Carlo Jack Baker Paul Fearnhead E. Fox Christopher Nemeth BDL 43 11 0 02 Oct 2017
Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization Pan Xu Jinghui Chen Difan Zou Quanquan Gu 81 205 0 20 Jul 2017
Fractional Langevin Monte Carlo: Exploring Lévy Driven Stochastic Differential Equations for Markov Chain Monte Carlo Umut Simsekli 64 45 0 12 Jun 2017
Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent A. Dalalyan BDL 45 174 0 16 Apr 2017
A Hitting Time Analysis of Stochastic Gradient Langevin Dynamics Yuchen Zhang Percy Liang Moses Charikar 61 236 0 18 Feb 2017
Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysis Maxim Raginsky Alexander Rakhlin Matus Telgarsky 73 521 0 13 Feb 2017
On the Convergence of Stochastic Gradient MCMC Algorithms with High-Order Integrators Changyou Chen Nan Ding Lawrence Carin 69 161 0 21 Oct 2016
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 82 355 0 05 May 2016
Stochastic Quasi-Newton Langevin Monte Carlo Umut Simsekli Roland Badeau A. Cemgil G. Richard BDL 50 62 0 10 Feb 2016
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 66 412 0 17 Jul 2015
A Complete Recipe for Stochastic Gradient MCMC Yian Ma Tianqi Chen E. Fox BDL SyDa 62 486 0 15 Jun 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 80 514 0 23 Dec 2014
Fractional absolute moments of heavy tailed distributions Muneya Matsui Z. Pawlas 54 31 0 21 Jan 2013