Optimal Convergence Rate of Hamiltonian Monte Carlo for Strongly Logconcave Distributions

7 May 2019

Papers citing "Optimal Convergence Rate of Hamiltonian Monte Carlo for Strongly Logconcave Distributions"

22 / 22 papers shown

Title
Randomized Transport Plans via Hierarchical Fully Probabilistic Design Sarah Boufelja Anthony Quinn Robert Shorten OT 88 0 0 04 Aug 2024
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 47 37 0 10 Feb 2020
Estimating Normalizing Constants for Log-Concave Distributions: Algorithms and Lower Bounds Rong Ge Holden Lee Jianfeng Lu 45 22 0 08 Nov 2019
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 127 49 0 04 Nov 2019
The Randomized Midpoint Method for Log-Concave Sampling Ruoqi Shen Y. Lee 92 115 0 12 Sep 2019
High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm Wenlong Mou Yian Ma Martin J. Wainwright Peter L. Bartlett Michael I. Jordan DiffM 45 85 0 28 Aug 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 79 264 0 20 Mar 2019
Is There an Analog of Nesterov Acceleration for MCMC? Yian Ma Niladri Chatterji Xiang Cheng Nicolas Flammarion Peter L. Bartlett Michael I. Jordan BDL 54 78 0 04 Feb 2019
Algorithmic Theory of ODEs and Sampling from Well-conditioned Logconcave Densities Y. Lee Zhao Song Santosh Vempala 69 37 0 15 Dec 2018
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 63 156 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 47 166 0 04 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 96 179 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 63 87 0 15 Feb 2018
Log-concave sampling: Metropolis-Hastings algorithms are fast Raaz Dwivedi Yuansi Chen Martin J. Wainwright Bin Yu 66 255 0 08 Jan 2018
Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation Y. Lee Santosh Vempala 60 113 0 17 Oct 2017
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient A. Dalalyan Avetik G. Karagulyan 71 296 0 29 Sep 2017
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions Oren Mangoubi Aaron Smith 101 106 0 23 Aug 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 85 298 0 12 Jul 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 70 521 0 13 Feb 2017
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 77 514 0 23 Dec 2014