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Fast Convergence of Langevin Dynamics on Manifold: Geodesics meet Log-Sobolev

11 October 2020

Papers citing "Fast Convergence of Langevin Dynamics on Manifold: Geodesics meet Log-Sobolev"

30 / 30 papers shown

Title
Sampling and estimation on manifolds using the Langevin diffusion Karthik Bharath Alexander Lewis Akash Sharma M. Tretyakov DiffM 124 5 0 22 Dec 2023
A mean-field analysis of two-player zero-sum games Carles Domingo-Enrich Samy Jelassi A. Mensch Grant M. Rotskoff Joan Bruna MLT 104 41 0 14 Feb 2020
Fast Convergence for Langevin Diffusion with Manifold Structure Ankur Moitra Andrej Risteski 49 7 0 13 Feb 2020
Wasserstein Control of Mirror Langevin Monte Carlo Kelvin Shuangjian Zhang Gabriel Peyré M. Fadili Marcelo Pereyra 54 66 0 11 Feb 2020
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 130 49 0 04 Nov 2019
Langevin Monte Carlo without smoothness Niladri S. Chatterji Jelena Diakonikolas Michael I. Jordan Peter L. Bartlett BDL 87 43 0 30 May 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 90 269 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 56 78 0 04 Feb 2019
Understanding MCMC Dynamics as Flows on the Wasserstein Space Chang-Shu Liu Jingwei Zhuo Jun Zhu 76 22 0 01 Feb 2019
Non-asymptotic bounds for sampling algorithms without log-concavity Mateusz B. Majka Aleksandar Mijatović Lukasz Szpruch 48 73 0 21 Aug 2018
Stochastic natural gradient descent draws posterior samples in function space Samuel L. Smith Daniel Duckworth Semon Rezchikov Quoc V. Le Jascha Narain Sohl-Dickstein BDL 45 6 0 25 Jun 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
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 64 222 0 26 Feb 2018
Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo Oren Mangoubi Nisheeth K. Vishnoi 125 53 0 24 Feb 2018
Langevin Monte Carlo and JKO splitting Espen Bernton 60 80 0 23 Feb 2018
Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem Andre Wibisono 98 183 0 22 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
Beyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlo Rong Ge Holden Lee Andrej Risteski 73 53 0 07 Oct 2017
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient A. Dalalyan Avetik G. Karagulyan 75 297 0 29 Sep 2017
Convergence of Langevin MCMC in KL-divergence Xiang Cheng Peter L. Bartlett 58 194 0 25 May 2017
On the convergence of Hamiltonian Monte Carlo Alain Durmus Eric Moulines E. Saksman 70 70 0 29 Apr 2017
Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent A. Dalalyan BDL 45 175 0 16 Apr 2017
Measuring Sample Quality with Kernels Jackson Gorham Lester W. Mackey 132 223 0 06 Mar 2017
Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysis Maxim Raginsky Alexander Rakhlin Matus Telgarsky 73 521 0 13 Feb 2017
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 93 356 0 05 May 2016
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 69 415 0 17 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 83 516 0 23 Dec 2014
Geodesic Monte Carlo on Embedded Manifolds Simon Byrne Mark Girolami 103 152 0 25 Jan 2013