Efficient constrained sampling via the mirror-Langevin algorithm

30 October 2020

Papers citing "Efficient constrained sampling via the mirror-Langevin algorithm"

32 / 32 papers shown

Title
Provable Accuracy Bounds for Hybrid Dynamical Optimization and Sampling Matthew Burns Qingyuan Hou Michael Huang 345 1 0 08 Oct 2024
The Mirror Langevin Algorithm Converges with Vanishing Bias Ruilin Li Molei Tao Santosh Vempala Andre Wibisono 68 36 0 24 Sep 2021
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm Sinho Chewi Chen Lu Kwangjun Ahn Xiang Cheng Thibaut Le Gouic Philippe Rigollet 46 66 0 23 Dec 2020
Random Coordinate Underdamped Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 56 13 0 22 Oct 2020
Random Coordinate Langevin Monte Carlo Zhiyan Ding Qin Li Jianfeng Lu Stephen J. Wright BDL 60 12 0 03 Oct 2020
Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm Adil Salim Peter Richtárik 49 39 0 16 Jun 2020
Exponential ergodicity of mirror-Langevin diffusions Sinho Chewi Thibaut Le Gouic Chen Lu Tyler Maunu Philippe Rigollet Austin J. Stromme 34 49 0 19 May 2020
Mirrorless Mirror Descent: A Natural Derivation of Mirror Descent Suriya Gunasekar Blake E. Woodworth Nathan Srebro MDE 47 29 0 02 Apr 2020
Wasserstein Control of Mirror Langevin Monte Carlo Kelvin Shuangjian Zhang Gabriel Peyré M. Fadili Marcelo Pereyra 44 65 0 11 Feb 2020
Function approximation by neural nets in the mean-field regime: Entropic regularization and controlled McKean-Vlasov dynamics Belinda Tzen Maxim Raginsky 28 17 0 05 Feb 2020
Information Newton's flow: second-order optimization method in probability space Yifei Wang Wuchen Li 77 31 0 13 Jan 2020
Proximal Langevin Algorithm: Rapid Convergence Under Isoperimetry Andre Wibisono 117 49 0 04 Nov 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 54 262 0 20 Mar 2019
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 61 154 0 24 Jul 2018
John's Walk Adam Gustafson Hariharan Narayanan 28 5 0 06 Mar 2018
Mirrored Langevin Dynamics Ya-Ping Hsieh Ali Kavis Paul Rolland Volkan Cevher 63 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 87 178 0 22 Feb 2018
Fast MCMC sampling algorithms on polytopes Yuansi Chen Raaz Dwivedi Martin J. Wainwright Bin Yu 26 67 0 23 Oct 2017
Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation Y. Lee Santosh Vempala 53 113 0 17 Oct 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 82 296 0 12 Jul 2017
Convergence of Langevin MCMC in KL-divergence Xiang Cheng Peter L. Bartlett 45 189 0 25 May 2017
Linear Convergence of Gradient and Proximal-Gradient Methods Under the Polyak-Łojasiewicz Condition Hamed Karimi J. Nutini Mark Schmidt 223 1,208 0 16 Aug 2016
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 74 352 0 05 May 2016
Stochastic Quasi-Newton Langevin Monte Carlo Umut Simsekli Roland Badeau A. Cemgil G. Richard BDL 33 61 0 10 Feb 2016
Sampling from a log-concave distribution with Projected Langevin Monte Carlo Sébastien Bubeck Ronen Eldan Joseph Lehec 63 137 0 09 Jul 2015
Sampling constrained probability distributions using Spherical Augmentation Shiwei Lan Babak Shahbaba TPM 68 14 0 19 Jun 2015
Generative Adversarial Networks Ian Goodfellow Jean Pouget-Abadie M. Berk Mirza Bing Xu David Warde-Farley Sherjil Ozair Aaron Courville Yoshua Bengio GAN 130 2,191 0 10 Jun 2014
Exact Hamiltonian Monte Carlo for Truncated Multivariate Gaussians Ari Pakman Liam Paninski 64 221 0 20 Aug 2012
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions Natesh S. Pillai Andrew M. Stuart Alexandre Hoang Thiery 71 99 0 02 Mar 2011
Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation G. Celeux M. E. Anbari Jean-Michel Marin Christian P. Robert 88 55 0 02 Oct 2010