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Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling

27 September 2021

Papers citing "Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling"

22 / 22 papers shown

Title
Mixing times of data-augmentation Gibbs samplers for high-dimensional probit regression Filippo Ascolani Giacomo Zanella 108 0 0 20 May 2025
A Langevin sampling algorithm inspired by the Adam optimizer Benedict Leimkuhler René Lohmann Peter Whalley 136 0 0 26 Apr 2025
Score-Based Metropolis-Hastings Algorithms Ahmed Aloui Ali Hasan Juncheng Dong Zihao Wu Vahid Tarokh DiffM 102 0 0 31 Dec 2024
Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions Y. Lee Ruoqi Shen Kevin Tian 47 20 0 10 Jun 2021
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm Sinho Chewi Chen Lu Kwangjun Ahn Xiang Cheng Thibaut Le Gouic Philippe Rigollet 67 66 0 23 Dec 2020
Structured Logconcave Sampling with a Restricted Gaussian Oracle Y. Lee Ruoqi Shen Kevin Tian 56 72 0 07 Oct 2020
Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence Murat A. Erdogdu Rasa Hosseinzadeh Matthew Shunshi Zhang 132 43 0 22 Jul 2020
Hessian-Free High-Resolution Nesterov Acceleration for Sampling Ruilin Li H. Zha Molei Tao 56 8 0 16 Jun 2020
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 52 37 0 10 Feb 2020
High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm Wenlong Mou Yian Ma Martin J. Wainwright Peter L. Bartlett Michael I. Jordan DiffM 48 85 0 28 Aug 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
Nonconvex sampling with the Metropolis-adjusted Langevin algorithm Oren Mangoubi Nisheeth K. Vishnoi 28 31 0 22 Feb 2019
On sampling from a log-concave density using kinetic Langevin diffusions A. Dalalyan L. Riou-Durand 71 158 0 24 Jul 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 49 166 0 04 May 2018
Log-concave sampling: Metropolis-Hastings algorithms are fast Raaz Dwivedi Yuansi Chen Martin J. Wainwright Bin Yu 66 255 0 08 Jan 2018
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 89 301 0 12 Jul 2017
Convergence of Langevin MCMC in KL-divergence Xiang Cheng Peter L. Bartlett 58 194 0 25 May 2017
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 90 356 0 05 May 2016
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 69 414 0 17 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 83 516 0 23 Dec 2014
MCMC using Hamiltonian dynamics Radford M. Neal 292 3,283 0 09 Jun 2012
Non-asymptotic mixing of the MALA algorithm Nawaf Bou-Rabee Martin Hairer Eric Vanden-Eijnden 75 94 0 20 Aug 2010