Analysis of Langevin Monte Carlo via convex optimization
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Cited in
(65)- Resolving the mixing time of the Langevin algorithm to its stationary distribution for log-concave sampling
- Query lower bounds for log-concave sampling
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- Contraction and convergence rates for discretized kinetic Langevin dynamics
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- Discrete sticky couplings of functional autoregressive processes
- Rapid convergence of the unadjusted Langevin algorithm: isoperimetry suffices
- Statistical inference for the population landscape via moment-adjusted stochastic gradients
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Oracle lower bounds for stochastic gradient sampling algorithms
- Constrained ensemble Langevin Monte Carlo
- Convergence rates of particle approximation of forward-backward splitting algorithm for granular medium equations
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- Stochastic gradient Langevin dynamics for (weakly) log-concave posterior distributions
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- From Optimization to Sampling Through Gradient Flows
- On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
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- Diffusion at absolute zero: Langevin sampling using successive Moreau envelopes
- Sampling can be faster than optimization
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- Beyond Bayesian inference: the correlation integral likelihood framework and gradient flow methods for deterministic sampling
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- Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation
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- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- Unadjusted Langevin algorithm for non-convex weakly smooth potentials
- Higher order Langevin Monte Carlo algorithm
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