Is There an Analog of Nesterov Acceleration for MCMC?

4 February 2019

Niladri Chatterji

Papers citing "Is There an Analog of Nesterov Acceleration for MCMC?"

24 / 24 papers shown

Title
Estimating Normalizing Constants for Log-Concave Distributions: Algorithms and Lower Bounds Rong Ge Holden Lee Jianfeng Lu 35 22 0 08 Nov 2019
Acceleration via Symplectic Discretization of High-Resolution Differential Equations Bin Shi S. Du Weijie J. Su Michael I. Jordan 33 121 0 11 Feb 2019
Breaking Reversibility Accelerates Langevin Dynamics for Global Non-Convex Optimization Xuefeng Gao Mert Gurbuzbalaban Lingjiong Zhu 51 30 0 19 Dec 2018
Sampling Can Be Faster Than Optimization Yian Ma Yuansi Chen Chi Jin Nicolas Flammarion Michael I. Jordan 59 183 0 20 Nov 2018
Global Non-convex Optimization with Discretized Diffusions Murat A. Erdogdu Lester W. Mackey Ohad Shamir 54 105 0 29 Oct 2018
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 58 154 0 24 Jul 2018
Sharp convergence rates for Langevin dynamics in the nonconvex setting Xiang Cheng Niladri S. Chatterji Yasin Abbasi-Yadkori Peter L. Bartlett Michael I. Jordan 45 166 0 04 May 2018
Direct Runge-Kutta Discretization Achieves Acceleration J.N. Zhang Aryan Mokhtari S. Sra Ali Jadbabaie 93 108 0 01 May 2018
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 88 137 0 01 May 2018
Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo Oren Mangoubi Nisheeth K. Vishnoi 111 53 0 24 Feb 2018
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem Andre Wibisono 85 178 0 22 Feb 2018
On the Theory of Variance Reduction for Stochastic Gradient Monte Carlo Niladri S. Chatterji Nicolas Flammarion Yian Ma Peter L. Bartlett Michael I. Jordan 46 87 0 15 Feb 2018
Log-concave sampling: Metropolis-Hastings algorithms are fast Raaz Dwivedi Yuansi Chen Martin J. Wainwright Bin Yu 63 253 0 08 Jan 2018
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient A. Dalalyan Avetik G. Karagulyan 60 296 0 29 Sep 2017
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions Oren Mangoubi Aaron Smith 97 106 0 23 Aug 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 82 296 0 12 Jul 2017
Convergence of Langevin MCMC in KL-divergence Xiang Cheng Peter L. Bartlett 43 189 0 25 May 2017
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 67 232 0 11 Jul 2016
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 74 352 0 05 May 2016
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method Alexandre Bouchard-Côté Sebastian J. Vollmer Arnaud Doucet 67 236 0 08 Oct 2015
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 59 410 0 17 Jul 2015
A Complete Recipe for Stochastic Gradient MCMC Yian Ma Tianqi Chen E. Fox BDL SyDa 55 485 0 15 Jun 2015
A Differential Equation for Modeling Nesterov's Accelerated Gradient Method: Theory and Insights Weijie Su Stephen P. Boyd Emmanuel J. Candes 149 1,161 0 04 Mar 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 66 514 0 23 Dec 2014