Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence

22 July 2020

Papers citing "Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence"

10 / 10 papers shown

Title
Provable Convergence and Limitations of Geometric Tempering for Langevin Dynamics Omar Chehab Anna Korba Austin Stromme Adrien Vacher 114 4 0 13 Oct 2024
Complexity of zigzag sampling algorithm for strongly log-concave distributions Jianfeng Lu Lihan Wang 33 6 0 21 Dec 2020
Faster Differentially Private Samplers via Rényi Divergence Analysis of Discretized Langevin MCMC Arun Ganesh Kunal Talwar FedML 46 40 0 27 Oct 2020
On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness Murat A. Erdogdu Rasa Hosseinzadeh 60 76 0 27 May 2020
Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond Xuechen Li Denny Wu Lester W. Mackey Murat A. Erdogdu 41 71 0 19 Jun 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 79 264 0 20 Mar 2019
Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysis Maxim Raginsky Alexander Rakhlin Matus Telgarsky 70 521 0 13 Feb 2017
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 66 412 0 17 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 77 514 0 23 Dec 2014
Rényi Divergence and Kullback-Leibler Divergence T. Erven P. Harremoes 82 1,339 0 12 Jun 2012