Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm

16 June 2020

Papers citing "Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm"

20 / 20 papers shown

Title
Proximal Interacting Particle Langevin Algorithms Paula Cordero Encinar F. R. Crucinio O. Deniz Akyildiz 61 5 0 20 Jun 2024
Double-Loop Unadjusted Langevin Algorithm Paul Rolland Armin Eftekhari Ali Kavis Volkan Cevher 34 3 0 02 Jul 2020
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 112 49 0 04 Nov 2019
Langevin Monte Carlo without smoothness Niladri S. Chatterji Jelena Diakonikolas Michael I. Jordan Peter L. Bartlett BDL 70 43 0 30 May 2019
Stochastic Proximal Langevin Algorithm: Potential Splitting and Nonasymptotic Rates Adil Salim D. Kovalev Peter Richtárik 45 26 0 28 May 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 43 262 0 20 Mar 2019
Is There an Analog of Nesterov Acceleration for MCMC? Yian Ma Niladri Chatterji Xiang Cheng Nicolas Flammarion Peter L. Bartlett Michael I. Jordan BDL 34 78 0 04 Feb 2019
Mirrored Langevin Dynamics Ya-Ping Hsieh Ali Kavis Paul Rolland Volkan Cevher 61 83 0 27 Feb 2018
Analysis of Langevin Monte Carlo via convex optimization Alain Durmus Szymon Majewski B. Miasojedow 60 217 0 26 Feb 2018
Langevin Monte Carlo and JKO splitting Espen Bernton 50 79 0 23 Feb 2018
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem Andre Wibisono 85 178 0 22 Feb 2018
Stochastic Variance-Reduced Hamilton Monte Carlo Methods Difan Zou Pan Xu Quanquan Gu BDL 48 31 0 13 Feb 2018
Convergence of Langevin MCMC in KL-divergence Xiang Cheng Peter L. Bartlett 40 189 0 25 May 2017
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau Alain Durmus Eric Moulines Marcelo Pereyra 51 176 0 22 Dec 2016
The Proximal Robbins-Monro Method Panos Toulis Thibaut Horel E. Airoldi 46 30 0 04 Oct 2015
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 56 410 0 17 Jul 2015
Sampling from a log-concave distribution with Projected Langevin Monte Carlo Sébastien Bubeck Ronen Eldan Joseph Lehec 52 137 0 09 Jul 2015
A Moreau-Yosida approximation scheme for a class of high-dimensional posterior distributions Yves F. Atchadé 49 11 0 26 May 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 63 514 0 23 Dec 2014
On perturbed proximal gradient algorithms Yves Atchadé G. Fort Eric Moulines 54 99 0 11 Feb 2014