Wasserstein Control of Mirror Langevin Monte Carlo

Wasserstein Control of Mirror Langevin Monte Carlo

11 February 2020

Kelvin Shuangjian Zhang

Marcelo Pereyra

Papers citing "Wasserstein Control of Mirror Langevin Monte Carlo"

13 / 13 papers shown

Title
Mirror Mean-Field Langevin Dynamics Anming Gu Juno Kim 31 0 0 05 May 2025
Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio Management Yi-Hu Feng Xiao Wang Tian Xie 62 0 0 26 Feb 2025
Quantum State Generation with Structure-Preserving Diffusion Model Yuchen Zhu Tianrong Chen Evangelos A. Theodorou Xie Chen Molei Tao DiffM 37 6 0 09 Apr 2024
Query lower bounds for log-concave sampling Sinho Chewi Jaume de Dios Pont Jerry Li Chen Lu Shyam Narayanan 32 8 0 05 Apr 2023
Gradient Flows for Sampling: Mean-Field Models, Gaussian Approximations and Affine Invariance Yifan Chen Daniel Zhengyu Huang Jiaoyang Huang Sebastian Reich Andrew M. Stuart 11 17 0 21 Feb 2023
Algorithmic Aspects of the Log-Laplace Transform and a Non-Euclidean Proximal Sampler Sivakanth Gopi Y. Lee Daogao Liu Ruoqi Shen Kevin Tian 17 7 0 13 Feb 2023
A Dynamical System View of Langevin-Based Non-Convex Sampling Mohammad Reza Karimi Ya-Ping Hsieh Andreas Krause 31 4 0 25 Oct 2022
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
Condition-number-independent convergence rate of Riemannian Hamiltonian Monte Carlo with numerical integrators Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 35 12 0 13 Oct 2022
Convergence of the Riemannian Langevin Algorithm Khashayar Gatmiry Santosh Vempala 22 21 0 22 Apr 2022
Sampling with Mirrored Stein Operators Jiaxin Shi Chang-rui Liu Lester W. Mackey 45 19 0 23 Jun 2021
Low-Rank Sinkhorn Factorization M. Scetbon Marco Cuturi Gabriel Peyré 22 57 0 08 Mar 2021
SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence Sinho Chewi Thibaut Le Gouic Chen Lu Tyler Maunu Philippe Rigollet 31 66 0 03 Jun 2020