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High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion

10 July 2020

Papers citing "High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion"

21 / 21 papers shown

Title
A Langevin sampling algorithm inspired by the Adam optimizer Benedict Leimkuhler René Lohmann Peter Whalley 140 0 0 26 Apr 2025
Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin Dynamics Daniel Paulin Peter Whalley Neil K. Chada Benedict Leimkuhler BDL 100 4 0 14 Oct 2024
Hamiltonian Assisted Metropolis Sampling Zexi Song Z. Tan 23 5 0 17 May 2020
On the limitations of single-step drift and minorization in Markov chain convergence analysis Qian Qin J. Hobert 51 32 0 21 Mar 2020
On the Effectiveness of Richardson Extrapolation in Machine Learning Francis R. Bach 49 9 0 07 Feb 2020
Non-asymptotic error bounds for scaled underdamped Langevin MCMC T. Zajic 31 2 0 06 Dec 2019
Bounding the error of discretized Langevin algorithms for non-strongly log-concave targets A. Dalalyan Avetik G. Karagulyan L. Riou-Durand 65 38 0 20 Jun 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
Is There an Analog of Nesterov Acceleration for MCMC? Yian Ma Niladri Chatterji Xiang Cheng Nicolas Flammarion Peter L. Bartlett Michael I. Jordan BDL 58 78 0 04 Feb 2019
Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates George Deligiannidis Daniel Paulin Alexandre Bouchard-Côté Arnaud Doucet 69 52 0 13 Aug 2018
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 75 158 0 24 Jul 2018
Sharp convergence rates for Langevin dynamics in the nonconvex setting Xiang Cheng Niladri S. Chatterji Yasin Abbasi-Yadkori Peter L. Bartlett Michael I. Jordan 52 166 0 04 May 2018
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 114 138 0 01 May 2018
Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo Oren Mangoubi Nisheeth K. Vishnoi 127 53 0 24 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
Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation Y. Lee Santosh Vempala 63 113 0 17 Oct 2017
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions Oren Mangoubi Aaron Smith 109 106 0 23 Aug 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 92 301 0 12 Jul 2017
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 78 233 0 11 Jul 2016
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 105 357 0 05 May 2016
Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances N. Madras Deniz Sezer 82 54 0 25 Feb 2011