An Efficient Sampling Algorithm for Non-smooth Composite Potentials

1 October 2019

Papers citing "An Efficient Sampling Algorithm for Non-smooth Composite Potentials"

9 / 9 papers shown

Title
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm Sinho Chewi Chen Lu Kwangjun Ahn Xiang Cheng Thibaut Le Gouic Philippe Rigollet 55 66 0 23 Dec 2020
Structured Logconcave Sampling with a Restricted Gaussian Oracle Y. Lee Ruoqi Shen Kevin Tian 50 71 0 07 Oct 2020
On the Exponentially Weighted Aggregate with the Laplace Prior A. Dalalyan Edwin Grappin Q. Paris 42 19 0 25 Nov 2016
The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting Z. Botev 39 240 0 14 Mar 2016
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 64 412 0 17 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 66 514 0 23 Dec 2014
Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions A. Eberle 91 41 0 03 Oct 2012
Fast simulation of truncated Gaussian distributions Nicolas Chopin 57 138 0 30 Jan 2012
Non-asymptotic mixing of the MALA algorithm Nawaf Bou-Rabee Martin Hairer Eric Vanden-Eijnden 68 94 0 20 Aug 2010