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Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo

25 February 2021

Apostolos Chalkis

Vissarion Fisikopoulos

Marios Papachristou

Elias P. Tsigaridas

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Papers citing "Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo"

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Title
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes Augustin Chevallier F. Cazals Paul Fearnhead 46 13 0 18 Feb 2022
An Introduction to Hamiltonian Monte Carlo Method for Sampling Nisheeth K. Vishnoi 54 14 0 27 Aug 2021
Computationally and Statistically Efficient Truncated Regression C. Daskalakis Themis Gouleakis Christos Tzamos Manolis Zampetakis 46 32 0 22 Oct 2020
Structured Logconcave Sampling with a Restricted Gaussian Oracle Y. Lee Ruoqi Shen Kevin Tian 56 72 0 07 Oct 2020
Truncated Linear Regression in High Dimensions C. Daskalakis Dhruv Rohatgi Manolis Zampetakis 32 14 0 29 Jul 2020
High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion Pierre Monmarché 49 46 0 10 Jul 2020
Composite Logconcave Sampling with a Restricted Gaussian Oracle Ruoqi Shen Kevin Tian Y. Lee 32 10 0 10 Jun 2020
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 56 37 0 10 Feb 2020
An Efficient Sampling Algorithm for Non-smooth Composite Potentials Wenlong Mou Nicolas Flammarion Martin J. Wainwright Peter L. Bartlett 45 24 0 01 Oct 2019
The Randomized Midpoint Method for Log-Concave Sampling Ruoqi Shen Y. Lee 103 118 0 12 Sep 2019
Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond Xuechen Li Denny Wu Lester W. Mackey Murat A. Erdogdu 54 71 0 19 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
Optimal Convergence Rate of Hamiltonian Monte Carlo for Strongly Logconcave Distributions Zongchen Chen Santosh Vempala 75 65 0 07 May 2019
Algorithmic Theory of ODEs and Sampling from Well-conditioned Logconcave Densities Y. Lee Zhao Song Santosh Vempala 76 37 0 15 Dec 2018
Pyro: Deep Universal Probabilistic Programming Eli Bingham Jonathan P. Chen M. Jankowiak F. Obermeyer Neeraj Pradhan Theofanis Karaletsos Rohit Singh Paul A. Szerlip Paul Horsfall Noah D. Goodman BDL GP 158 1,057 0 18 Oct 2018
Large Scale GAN Training for High Fidelity Natural Image Synthesis Andrew Brock Jeff Donahue Karen Simonyan 269 5,403 0 28 Sep 2018
Log-concave sampling: Metropolis-Hastings algorithms are fast Raaz Dwivedi Yuansi Chen Martin J. Wainwright Bin Yu 66 255 0 08 Jan 2018
Geometric integrators and the Hamiltonian Monte Carlo method Nawaf Bou-Rabee J. Sanz-Serna 58 98 0 14 Nov 2017
Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation Y. Lee Santosh Vempala 63 113 0 17 Oct 2017
Roll-back Hamiltonian Monte Carlo Kexin Yi Finale Doshi-Velez BDL 116 8 0 08 Sep 2017
Hamiltonian Monte Carlo with Energy Conserving Subsampling Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran M. Villani 82 62 0 02 Aug 2017
Megapixel Size Image Creation using Generative Adversarial Networks Marco Marchesi GAN 53 83 0 31 May 2017
TensorFlow: A system for large-scale machine learning Martín Abadi P. Barham Jianmin Chen Zhiwen Chen Andy Davis ... Vijay Vasudevan Pete Warden Martin Wicke Yuan Yu Xiaoqiang Zhang GNN AI4CE 433 18,361 0 27 May 2016
Geometrically Tempered Hamiltonian Monte Carlo A. Nishimura David B. Dunson 39 22 0 04 Apr 2016
Sampling from a log-concave distribution with Projected Langevin Monte Carlo Sébastien Bubeck Ronen Eldan Joseph Lehec 76 140 0 09 Jul 2015
Fast inverse transform sampling in one and two dimensions S. Olver Alex Townsend 53 45 0 04 Jul 2013
Proximal Markov chain Monte Carlo algorithms Marcelo Pereyra 85 178 0 02 Jun 2013
MCMC using Hamiltonian dynamics Radford M. Neal 292 3,282 0 09 Jun 2012
An Incremental Sampling-based Algorithm for Stochastic Optimal Control V. Huynh S. Karaman Emilio Frazzoli 61 61 0 24 Feb 2012
Riemannian Manifold Hamiltonian Monte Carlo Mark Girolami B. Calderhead S. Chin 127 39 0 06 Jul 2009