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A Simple Proof of the Mixing of Metropolis-Adjusted Langevin Algorithm
  under Smoothness and Isoperimetry
v1v2 (latest)

A Simple Proof of the Mixing of Metropolis-Adjusted Langevin Algorithm under Smoothness and Isoperimetry

8 April 2023
Yuansi Chen
Khashayar Gatmiry
ArXiv (abs)PDFHTML

Papers citing "A Simple Proof of the Mixing of Metropolis-Adjusted Langevin Algorithm under Smoothness and Isoperimetry"

4 / 4 papers shown
Title
Faster high-accuracy log-concave sampling via algorithmic warm starts
Faster high-accuracy log-concave sampling via algorithmic warm starts
Jason M. Altschuler
Sinho Chewi
79
35
0
20 Feb 2023
When is the Convergence Time of Langevin Algorithms Dimension
  Independent? A Composite Optimization Viewpoint
When is the Convergence Time of Langevin Algorithms Dimension Independent? A Composite Optimization Viewpoint
Y. Freund
Yi-An Ma
Tong Zhang
68
16
0
05 Oct 2021
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry
  Suffices
Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices
Santosh Vempala
Andre Wibisono
87
269
0
20 Mar 2019
MCMC using Hamiltonian dynamics
MCMC using Hamiltonian dynamics
Radford M. Neal
292
3,279
0
09 Jun 2012
1