Variance reduction for Random Coordinate Descent-Langevin Monte Carlo

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Variance reduction for Random Coordinate Descent-Langevin Monte Carlo

10 June 2020

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Papers citing "Variance reduction for Random Coordinate Descent-Langevin Monte Carlo"

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Title
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
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 89 301 0 12 Jul 2017
Control Variates for Stochastic Gradient MCMC Jack Baker Paul Fearnhead E. Fox Christopher Nemeth BDL 61 101 0 16 Jun 2017
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 86 516 0 23 Dec 2014
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives Aaron Defazio Francis R. Bach Simon Lacoste-Julien ODL 135 1,828 0 01 Jul 2014
Stochastic Gradient Hamiltonian Monte Carlo Tianqi Chen E. Fox Carlos Guestrin BDL 114 913 0 17 Feb 2014
Minimizing Finite Sums with the Stochastic Average Gradient Mark Schmidt Nicolas Le Roux Francis R. Bach 324 1,250 0 10 Sep 2013
MCMC using Hamiltonian dynamics Radford M. Neal 292 3,282 0 09 Jun 2012
Iteration Complexity of Randomized Block-Coordinate Descent Methods for Minimizing a Composite Function Peter Richtárik Martin Takáč 100 772 0 14 Jul 2011
Non-asymptotic mixing of the MALA algorithm Nawaf Bou-Rabee Martin Hairer Eric Vanden-Eijnden 80 94 0 20 Aug 2010

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