Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry

4 November 2019

Papers citing "Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry"

23 / 23 papers shown

Title
On the query complexity of sampling from non-log-concave distributions Yuchen He Chihao Zhang 114 1 0 10 Feb 2025
Convergence Analysis of the Wasserstein Proximal Algorithm beyond Geodesic Convexity Shuailong Zhu Xiaohui Chen 106 0 0 25 Jan 2025
Hidden State Differential Private Mini-Batch Block Coordinate Descent for Multi-convexity Optimization Ding Chen Chen Liu FedML 79 0 0 11 Jul 2024
Learning Rate Free Sampling in Constrained Domains Louis Sharrock Lester W. Mackey Christopher Nemeth 78 2 0 24 May 2023
ELF: Federated Langevin Algorithms with Primal, Dual and Bidirectional Compression Avetik G. Karagulyan Peter Richtárik FedML 64 6 0 08 Mar 2023
Fisher information lower bounds for sampling Sinho Chewi P. Gerber Holden Lee Chen Lu 115 15 0 05 Oct 2022
Bregman Proximal Langevin Monte Carlo via Bregman--Moreau Envelopes Tim Tsz-Kit Lau Han Liu 127 7 0 10 Jul 2022
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition Lukang Sun Avetik G. Karagulyan Peter Richtárik 88 19 0 01 Jun 2022
A Proximal Algorithm for Sampling Jiaming Liang Yongxin Chen 104 18 0 28 Feb 2022
A Proximal Algorithm for Sampling from Non-smooth Potentials Jiaming Liang Yongxin Chen 108 26 0 09 Oct 2021
The query complexity of sampling from strongly log-concave distributions in one dimension Sinho Chewi P. Gerber Chen Lu Thibaut Le Gouic Philippe Rigollet 87 21 0 29 May 2021
Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-Differentiable Priors Jacob Vorstrup Goldman Torben Sell Sumeetpal S. Singh 51 8 0 16 Mar 2021
Efficient constrained sampling via the mirror-Langevin algorithm Kwangjun Ahn Sinho Chewi 117 57 0 30 Oct 2020
Riemannian Langevin Algorithm for Solving Semidefinite Programs Mufan Li Murat A. Erdogdu 118 29 0 21 Oct 2020
Fast Convergence of Langevin Dynamics on Manifold: Geodesics meet Log-Sobolev Tianlin Li Qi Lei Ioannis Panageas 65 20 0 11 Oct 2020
Structured Logconcave Sampling with a Restricted Gaussian Oracle Y. Lee Ruoqi Shen Kevin Tian 82 73 0 07 Oct 2020
Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm Adil Salim Peter Richtárik 78 40 0 16 Jun 2020
Composite Logconcave Sampling with a Restricted Gaussian Oracle Ruoqi Shen Kevin Tian Y. Lee 66 10 0 10 Jun 2020
SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence Sinho Chewi Thibaut Le Gouic Chen Lu Tyler Maunu Philippe Rigollet 100 70 0 03 Jun 2020
Information Newton's flow: second-order optimization method in probability space Yifei Wang Wuchen Li 109 31 0 13 Jan 2020
Accelerated Information Gradient flow Yifei Wang Wuchen Li 86 57 0 04 Sep 2019
Optimal Convergence Rate of Hamiltonian Monte Carlo for Strongly Logconcave Distributions Zongchen Chen Santosh Vempala 84 65 0 07 May 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 150 269 0 20 Mar 2019