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Stochastic Proximal Langevin Algorithm: Potential Splitting and Nonasymptotic Rates

28 May 2019

Papers citing "Stochastic Proximal Langevin Algorithm: Potential Splitting and Nonasymptotic Rates"

22 / 22 papers shown

Title
Proximal Interacting Particle Langevin Algorithms Paula Cordero Encinar F. R. Crucinio O. Deniz Akyildiz 74 5 0 20 Jun 2024
Is There an Analog of Nesterov Acceleration for MCMC? Yian Ma Niladri Chatterji Xiang Cheng Nicolas Flammarion Peter L. Bartlett Michael I. Jordan BDL 56 78 0 04 Feb 2019
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 71 158 0 24 Jul 2018
Mirrored Langevin Dynamics Ya-Ping Hsieh Ali Kavis Paul Rolland Volkan Cevher 76 85 0 27 Feb 2018
Analysis of Langevin Monte Carlo via convex optimization Alain Durmus Szymon Majewski B. Miasojedow 64 222 0 26 Feb 2018
Langevin Monte Carlo and JKO splitting Espen Bernton 60 80 0 23 Feb 2018
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem Andre Wibisono 98 183 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 70 87 0 15 Feb 2018
Snake: a Stochastic Proximal Gradient Algorithm for Regularized Problems over Large Graphs Adil Salim Pascal Bianchi W. Hachem 63 17 0 19 Dec 2017
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient A. Dalalyan Avetik G. Karagulyan 75 297 0 29 Sep 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 89 301 0 12 Jul 2017
Fractional Langevin Monte Carlo: Exploring Lévy Driven Stochastic Differential Equations for Markov Chain Monte Carlo Umut Simsekli 68 45 0 12 Jun 2017
Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory Peter Richtárik Martin Takáč 66 94 0 04 Jun 2017
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau Alain Durmus Eric Moulines Marcelo Pereyra 62 176 0 22 Dec 2016
Bayesian Variable Selection and Estimation for Group Lasso Xiaofang Xu M. Ghosh BDL 124 156 0 03 Dec 2015
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 69 414 0 17 Jul 2015
A Fast and Flexible Algorithm for the Graph-Fused Lasso Wesley Tansey James G. Scott 120 35 0 24 May 2015
On Graduated Optimization for Stochastic Non-Convex Problems Elad Hazan Kfir Y. Levy Shai Shalev-Shwartz 74 117 0 12 Mar 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 83 516 0 23 Dec 2014
Trend Filtering on Graphs Yu Wang James Sharpnack Alex Smola Robert Tibshirani 64 243 0 28 Oct 2014
Adaptive piecewise polynomial estimation via trend filtering Robert Tibshirani 80 396 0 10 Apr 2013
Rényi Divergence and Kullback-Leibler Divergence T. Erven P. Harremoes 84 1,341 0 12 Jun 2012