Langevin Monte Carlo without smoothness

Langevin Monte Carlo without smoothness

30 May 2019

Niladri S. Chatterji

Jelena Diakonikolas

Michael I. Jordan

Peter L. Bartlett

Papers citing "Langevin Monte Carlo without smoothness"

12 / 12 papers shown

Title
Non-asymptotic analysis of Langevin-type Monte Carlo algorithms Shogo H. Nakakita 19 0 0 22 Mar 2023
Non-convex sampling for a mixture of locally smooth potentials D. Nguyen 33 0 0 31 Jan 2023
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 27 24 0 16 Oct 2022
Nesterov smoothing for sampling without smoothness JiaoJiao Fan Bo Yuan Jiaming Liang Yongxin Chen 37 2 0 15 Aug 2022
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition Lukang Sun Avetik G. Karagulyan Peter Richtárik 21 19 0 01 Jun 2022
Towards a Theory of Non-Log-Concave Sampling: First-Order Stationarity Guarantees for Langevin Monte Carlo Krishnakumar Balasubramanian Sinho Chewi Murat A. Erdogdu Adil Salim Matthew Shunshi Zhang 35 60 0 10 Feb 2022
A Proximal Algorithm for Sampling from Non-smooth Potentials Jiaming Liang Yongxin Chen 31 26 0 09 Oct 2021
When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint Y. Freund Yi-An Ma Tong Zhang 32 16 0 05 Oct 2021
Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm Adil Salim Peter Richtárik 14 38 0 16 Jun 2020
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 77 136 0 01 May 2018
Stochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes Ohad Shamir Tong Zhang 99 570 0 08 Dec 2012
MCMC using Hamiltonian dynamics Radford M. Neal 185 3,262 0 09 Jun 2012