Heavy-tailed Sampling via Transformed Unadjusted Langevin Algorithm

20 January 2022

Papers citing "Heavy-tailed Sampling via Transformed Unadjusted Langevin Algorithm"

5 / 5 papers shown

Title
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
Fisher information lower bounds for sampling Sinho Chewi P. Gerber Holden Lee Chen Lu 49 15 0 05 Oct 2022
Towards a Theory of Non-Log-Concave Sampling: First-Order Stationarity Guarantees for Langevin Monte Carlo Krishnakumar Balasubramanian Sinho Chewi Murat A. Erdogdu Adil Salim Matthew Shunshi Zhang 40 60 0 10 Feb 2022
Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling Keru Wu S. Schmidler Yuansi Chen 39 50 0 27 Sep 2021
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm Leif Johnson C. Geyer 71 52 0 27 Feb 2013