Optimal dimension dependence of the Metropolis-Adjusted Langevin
Algorithm

Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm

23 December 2020

Thibaut Le Gouic

Philippe Rigollet

Papers citing "Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm"

17 / 17 papers shown

Title
Operator-Level Quantum Acceleration of Non-Logconcave Sampling Jiaqi Leng Zhiyan Ding Zherui Chen Lin Lin 62 0 0 08 May 2025
On the query complexity of sampling from non-log-concave distributions Yuchen He Chihao Zhang 41 0 0 10 Feb 2025
Mixing Time of the Proximal Sampler in Relative Fisher Information via Strong Data Processing Inequality Andre Wibisono 53 1 0 08 Feb 2025
When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm? Yuansi Chen Khashayar Gatmiry 99 15 0 10 Apr 2023
Query lower bounds for log-concave sampling Sinho Chewi Jaume de Dios Pont Jerry Li Chen Lu Shyam Narayanan 32 8 0 05 Apr 2023
Convergence Rates for Non-Log-Concave Sampling and Log-Partition Estimation David Holzmüller Francis R. Bach 36 8 0 06 Mar 2023
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling Ye He Tyler Farghly Krishnakumar Balasubramanian Murat A. Erdogdu 47 4 0 01 Mar 2023
Algorithmic Aspects of the Log-Laplace Transform and a Non-Euclidean Proximal Sampler Sivakanth Gopi Y. Lee Daogao Liu Ruoqi Shen Kevin Tian 17 7 0 13 Feb 2023
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling Jason M. Altschuler Kunal Talwar 35 24 0 16 Oct 2022
Condition-number-independent convergence rate of Riemannian Hamiltonian Monte Carlo with numerical integrators Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 38 12 0 13 Oct 2022
Quantum Algorithms for Sampling Log-Concave Distributions and Estimating Normalizing Constants Andrew M. Childs Tongyang Li Jin-Peng Liu Cong Wang Ruizhe Zhang 34 16 0 12 Oct 2022
Fisher information lower bounds for sampling Sinho Chewi P. Gerber Holden Lee Chen Lu 49 15 0 05 Oct 2022
Hamiltonian Monte Carlo for efficient Gaussian sampling: long and random steps Simon Apers S. Gribling Dániel Szilágyi 36 10 0 26 Sep 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 21 14 0 26 Feb 2022
Asymptotic bias of inexact Markov Chain Monte Carlo methods in high dimension Alain Durmus A. Eberle 24 19 0 02 Aug 2021
Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions Y. Lee Ruoqi Shen Kevin Tian 16 20 0 10 Jun 2021
The query complexity of sampling from strongly log-concave distributions in one dimension Sinho Chewi P. Gerber Chen Lu Thibaut Le Gouic Philippe Rigollet 37 21 0 29 May 2021