Convergence of Langevin MCMC in KL-divergence

zbMATH Open1406.60114arXiv1705.09048MaRDI QIDQ4617601FDOQ4617601

Authors: Xiang Cheng, Peter L. Bartlett 

Publication date: 6 February 2019

Full work available at URL: https://arxiv.org/abs/1705.09048

Recommendations

• Analysis of Langevin Monte Carlo via convex optimization
• Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity
• Higher order Langevin Monte Carlo algorithm
• Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
• Sampling from a log-concave distribution with projected Langevin Monte Carlo

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Diffusion processes (60J60)

Cited In (27)

• Contraction and convergence rates for discretized kinetic Langevin dynamics
• Title not available (Why is that?)
• Bayesian Robustness: A Nonasymptotic Viewpoint
• Analysis of Langevin Monte Carlo via convex optimization
• Title not available (Why is that?)
• Rapid convergence of the unadjusted Langevin algorithm: isoperimetry suffices
• ALMOND: Adaptive Latent Modeling and Optimization via Neural Networks and Langevin Diffusion
• Global Optimization via Schrödinger–Föllmer Diffusion
• Birth–death dynamics for sampling: global convergence, approximations and their asymptotics
• Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity
• Oracle lower bounds for stochastic gradient sampling algorithms
• On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case
• Is there an analog of Nesterov acceleration for gradient-based MCMC?
• Log-concave sampling: Metropolis-Hastings algorithms are fast
• Riemannian Langevin algorithm for solving semidefinite programs
• User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
• Distributed event-triggered unadjusted Langevin algorithm for Bayesian learning
• Nonasymptotic bounds for sampling algorithms without log-concavity
• Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation
• Particle dual averaging: optimization of mean field neural network with global convergence rate analysis*
• Contraction rate estimates of stochastic gradient kinetic Langevin integrators
• Appropriate state-dependent friction coefficient accelerates kinetic Langevin dynamics
• On sampling from a log-concave density using kinetic Langevin diffusions
• Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials
• Title not available (Why is that?)
• Swarm gradient dynamics for global optimization: the mean-field limit case
• Mirror variational transport: a particle-based algorithm for distributional optimization on constrained domains

This page was built for publication: Convergence of Langevin MCMC in KL-divergence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4617601)