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Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials

17 December 2021

Papers citing "Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials"

27 / 27 papers shown

Title
Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function Dongjae Lim Ariel Neufeld Sotirios Sabanis Ying Zhang 73 20 0 19 Jul 2021
Unadjusted Langevin algorithm for non-convex weakly smooth potentials D. Nguyen Xin Dang Yixin Chen 61 14 0 16 Jan 2021
Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms A. Lovas Iosif Lytras Miklós Rásonyi Sotirios Sabanis 65 26 0 25 Jun 2020
On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness Murat A. Erdogdu Rasa Hosseinzadeh 62 77 0 27 May 2020
Langevin Monte Carlo without smoothness Niladri S. Chatterji Jelena Diakonikolas Michael I. Jordan Peter L. Bartlett BDL 87 43 0 30 May 2019
On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case N. H. Chau '. Moulines Miklós Rásonyi Sotirios Sabanis Ying Zhang 67 41 0 30 May 2019
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices Santosh Vempala Andre Wibisono 90 269 0 20 Mar 2019
Preconditioned P-ULA for Joint Deconvolution-Segmentation of Ultrasound Images -- Extended Version M. Corbineau Denis Kouamé Émilie Chouzenoux J. Tourneret J. Pesquet 55 15 0 19 Mar 2019
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case M. Barkhagen N. H. Chau '. Moulines Miklós Rásonyi S. Sabanis Ying Zhang 67 38 0 06 Dec 2018
The promises and pitfalls of Stochastic Gradient Langevin Dynamics N. Brosse Alain Durmus Eric Moulines 65 78 0 25 Nov 2018
Sampling Can Be Faster Than Optimization Yian Ma Yuansi Chen Chi Jin Nicolas Flammarion Michael I. Jordan 70 184 0 20 Nov 2018
Global Non-convex Optimization with Discretized Diffusions Murat A. Erdogdu Lester W. Mackey Ohad Shamir 69 105 0 29 Oct 2018
Non-asymptotic bounds for sampling algorithms without log-concavity Mateusz B. Majka Aleksandar Mijatović Lukasz Szpruch 48 73 0 21 Aug 2018
Higher Order Langevin Monte Carlo Algorithm Sotirios Sabanis Ying Zhang 61 23 0 02 Aug 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
Mirrored Langevin Dynamics Ya-Ping Hsieh Ali Kavis Paul Rolland Volkan Cevher 76 85 0 27 Feb 2018
Fast MCMC sampling algorithms on polytopes Yuansi Chen Raaz Dwivedi Martin J. Wainwright Bin Yu 37 68 0 23 Oct 2017
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient A. Dalalyan Avetik G. Karagulyan 75 297 0 29 Sep 2017
Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization Pan Xu Jinghui Chen Difan Zou Quanquan Gu 81 205 0 20 Jul 2017
Convergence of Langevin MCMC in KL-divergence Xiang Cheng Peter L. Bartlett 58 194 0 25 May 2017
Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysis Maxim Raginsky Alexander Rakhlin Matus Telgarsky 73 521 0 13 Feb 2017
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau Alain Durmus Eric Moulines Marcelo Pereyra 62 176 0 22 Dec 2016
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
A Moreau-Yosida approximation scheme for a class of high-dimensional posterior distributions Yves F. Atchadé 61 11 0 26 May 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 83 516 0 23 Dec 2014
Efficient Solution to the 3D Problem of Automatic Wall Paintings Reassembly A. S. Keys Dimitris Arabadjis C. Iacovella Panayiotis Rousopoulos S. Glotzer Michail Panagopoulos Lena Papazoglou-Manioudaki 3DV 106 133 0 10 Oct 2012