Composite Logconcave Sampling with a Restricted Gaussian Oracle

10 June 2020

Papers citing "Composite Logconcave Sampling with a Restricted Gaussian Oracle"

18 / 18 papers shown

Title
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 58 37 0 10 Feb 2020
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 130 49 0 04 Nov 2019
An Efficient Sampling Algorithm for Non-smooth Composite Potentials Wenlong Mou Nicolas Flammarion Martin J. Wainwright Peter L. Bartlett 45 24 0 01 Oct 2019
The Randomized Midpoint Method for Log-Concave Sampling Ruoqi Shen Y. Lee 103 118 0 12 Sep 2019
High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm Wenlong Mou Yian Ma Martin J. Wainwright Peter L. Bartlett Michael I. Jordan DiffM 51 85 0 28 Aug 2019
Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients Yuansi Chen Raaz Dwivedi Martin J. Wainwright Bin Yu 51 101 0 29 May 2019
Optimal Convergence Rate of Hamiltonian Monte Carlo for Strongly Logconcave Distributions Zongchen Chen Santosh Vempala 75 65 0 07 May 2019
Algorithmic Theory of ODEs and Sampling from Well-conditioned Logconcave Densities Y. Lee Zhao Song Santosh Vempala 78 37 0 15 Dec 2018
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 75 158 0 24 Jul 2018
Mirrored Langevin Dynamics Ya-Ping Hsieh Ali Kavis Paul Rolland Volkan Cevher 76 85 0 27 Feb 2018
Analysis of Langevin Monte Carlo via convex optimization Alain Durmus Szymon Majewski B. Miasojedow 71 222 0 26 Feb 2018
Langevin Monte Carlo and JKO splitting Espen Bernton 60 80 0 23 Feb 2018
Log-concave sampling: Metropolis-Hastings algorithms are fast Raaz Dwivedi Yuansi Chen Martin J. Wainwright Bin Yu 66 255 0 08 Jan 2018
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 92 301 0 12 Jul 2017
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 105 357 0 05 May 2016
Sampling from a log-concave distribution with Projected Langevin Monte Carlo Sébastien Bubeck Ronen Eldan Joseph Lehec 76 140 0 09 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 86 516 0 23 Dec 2014
Proximal Markov chain Monte Carlo algorithms Marcelo Pereyra 85 178 0 02 Jun 2013