v1v2 (latest)

Global convergence of optimized adaptive importance samplers

2 January 2022

Ömer Deniz Akyildiz

Papers citing "Global convergence of optimized adaptive importance samplers"

34 / 34 papers shown

Title
Adaptively Optimised Adaptive Importance Samplers Carlos Alberto Cardoso Correia Perello Ömer Deniz Akyildiz 58 1 0 18 Jul 2023
Gradient-based Adaptive Importance Samplers Victor Elvira Émilie Chouzenoux Ömer Deniz Akyildiz Luca Martino DiffM 83 10 0 19 Oct 2022
Hamiltonian Adaptive Importance Sampling Ali Mousavi R. Monsefi Victor Elvira 73 13 0 27 Sep 2022
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 80 20 0 19 Jul 2021
Variational Refinement for Importance Sampling Using the Forward Kullback-Leibler Divergence Ghassen Jerfel S. Wang Clara Fannjiang Katherine A. Heller Yi-An Ma Michael I. Jordan BDL 129 40 0 30 Jun 2021
Polygonal Unadjusted Langevin Algorithms: Creating stable and efficient adaptive algorithms for neural networks Dong-Young Lim Sotirios Sabanis 95 12 0 28 May 2021
MCMC-driven importance samplers F. Llorente E. Curbelo Luca Martino Victor Elvira D. Delgado 85 11 0 06 May 2021
Faster Convergence of Stochastic Gradient Langevin Dynamics for Non-Log-Concave Sampling Difan Zou Pan Xu Quanquan Gu 95 36 0 19 Oct 2020
Bayesian Update with Importance Sampling: Required Sample Size D. Sanz-Alonso Zijian Wang 89 6 0 22 Sep 2020
Decision-Making with Auto-Encoding Variational Bayes Romain Lopez Pierre Boyeau Nir Yosef Michael I. Jordan Jeffrey Regier BDL 562 10,591 0 17 Feb 2020
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization Ömer Deniz Akyildiz Sotirios Sabanis 80 17 0 13 Feb 2020
Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization Ying Zhang Ömer Deniz Akyildiz Theodoros Damoulas Sotirios Sabanis 102 47 0 04 Oct 2019
Convergence rates for optimised adaptive importance samplers Ömer Deniz Akyildiz Joaquín Míguez 115 31 0 28 Mar 2019
The promises and pitfalls of Stochastic Gradient Langevin Dynamics N. Brosse Alain Durmus Eric Moulines 74 78 0 25 Nov 2018
Global Non-convex Optimization with Discretized Diffusions Murat A. Erdogdu Lester W. Mackey Ohad Shamir 87 105 0 29 Oct 2018
Variance reduction properties of the reparameterization trick Ming Xu M. Quiroz Robert Kohn Scott A. Sisson AAML 103 69 0 27 Sep 2018
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Acceleration Xuefeng Gao Mert Gurbuzbalaban Lingjiong Zhu 70 60 0 12 Sep 2018
Rethinking the Effective Sample Size Victor Elvira Luca Martino Christian P. Robert 54 71 0 11 Sep 2018
Neural Importance Sampling Thomas Müller Brian McWilliams Fabrice Rousselle Markus Gross Jan Novák 75 364 0 11 Aug 2018
Asymptotic optimality of adaptive importance sampling B. Delyon François Portier 43 29 0 04 Jun 2018
Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization Pan Xu Jinghui Chen Difan Zou Quanquan Gu 90 205 0 20 Jul 2017
Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysis Maxim Raginsky Alexander Rakhlin Matus Telgarsky 86 521 0 13 Feb 2017
Langevin Incremental Mixture Importance Sampling Matteo Fasiolo Flávio Eler De Melo Simon Maskell 50 13 0 21 Nov 2016
Importance Sampling and Necessary Sample Size: an Information Theory Approach D. Sanz-Alonso 65 32 0 31 Aug 2016
Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes Victor Elvira Luca Martino D. Luengo M. Bugallo 79 85 0 10 Jul 2016
Importance Sampling: Intrinsic Dimension and Computational Cost S. Agapiou O. Papaspiliopoulos D. Sanz-Alonso Andrew M. Stuart 104 162 0 19 Nov 2015
Generalized Multiple Importance Sampling Victor Elvira Luca Martino D. Luengo M. Bugallo 107 145 0 10 Nov 2015
Layered Adaptive Importance Sampling Luca Martino Victor Elvira D. Luengo J. Corander 88 108 0 18 May 2015
Adaptive importance sampling for control and inference H. Kappen Hans Christian Ruiz 101 101 0 07 May 2015
Adaptive Importance Sampling via Stochastic Convex Programming Ernest K. Ryu Stephen P. Boyd 84 27 0 16 Dec 2014
Stochastic Gradient Hamiltonian Monte Carlo Tianqi Chen E. Fox Carlos Guestrin BDL 130 913 0 17 Feb 2014
Adaptive methods for sequential importance sampling with application to state space models Julien Cornebise Eric Moulines Jimmy Olsson 131 86 0 01 Mar 2008
Adaptive Importance Sampling in General Mixture Classes Olivier Cappé Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 259 304 0 23 Oct 2007
Convergence of adaptive mixtures of importance sampling schemes Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 680 114 0 06 Aug 2007