High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm

28 August 2019

Papers citing "High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm"

21 / 21 papers shown

Title
Generative Modelling with High-Order Langevin Dynamics Ziqiang Shi Rujie Liu DiffM 79 2 0 03 Jan 2025
The Randomized Midpoint Method for Log-Concave Sampling Ruoqi Shen Y. Lee 72 114 0 12 Sep 2019
Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients Yuansi Chen Raaz Dwivedi Martin J. Wainwright Bin Yu 33 101 0 29 May 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 29 78 0 04 Feb 2019
Algorithmic Theory of ODEs and Sampling from Well-conditioned Logconcave Densities Y. Lee Zhao Song Santosh Vempala 58 37 0 15 Dec 2018
Sampling Can Be Faster Than Optimization Yian Ma Yuansi Chen Chi Jin Nicolas Flammarion Michael I. Jordan 56 183 0 20 Nov 2018
Understanding the Acceleration Phenomenon via High-Resolution Differential Equations Bin Shi S. Du Michael I. Jordan Weijie J. Su 39 256 0 21 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
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 88 137 0 01 May 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 38 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 34 189 0 25 May 2017
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 71 352 0 05 May 2016
A Complete Recipe for Stochastic Gradient MCMC Yian Ma Tianqi Chen E. Fox BDL SyDa 52 485 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 61 514 0 23 Dec 2014
MCMC using Hamiltonian dynamics Radford M. Neal 285 3,278 0 09 Jun 2012