Analysis of Langevin Monte Carlo via convex optimization
From MaRDI portal
Publication:5381127
Recommendations
- 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
- Convergence of Langevin MCMC in KL-divergence
- On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
Cites work
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 1017538 (Why is no real title available?)
- scientific article; zbMATH DE number 1112202 (Why is no real title available?)
- scientific article; zbMATH DE number 3341597 (Why is no real title available?)
- L 1-Regularization Path Algorithm for Generalized Linear Models
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A class of Wasserstein metrics for probability distributions
- An introduction to MCMC for machine learning
- Bayesian auxiliary variable models for binary and multinomial regression
- Bayesian data analysis.
- Convergence of Langevin MCMC in KL-divergence
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- Convex analysis and monotone operator theory in Hilbert spaces
- Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
- Elements of Information Theory
- Equation of state calculations by fast computing machines
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Existence and stability for Fokker-Planck equations with log-concave reference measure
- Expansion of the global error for numerical schemes solving stochastic differential equations
- Exploration of the (non-)asymptotic bias and variance of stochastic gradient Langevin dynamics
- Exponential convergence of Langevin distributions and their discrete approximations
- Geometry of isotropic convex bodies
- Gradient flows in metric spaces and in the space of probability measures
- Handbook of Markov Chain Monte Carlo
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- Introductory lectures on convex optimization. A basic course.
- Inverse problems: a Bayesian perspective
- Markov Chains and Stochastic Stability
- Monotone Operators and the Proximal Point Algorithm
- Monte Carlo sampling methods using Markov chains and their applications
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Optimal Transport
- Optimal concentration of information content for log-concave densities
- RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT
- Rényi Divergence and Kullback-Leibler Divergence
- Simulation-based regularized logistic regression
- Statistical mechanics: Algorithms and computations. With CD-ROM.
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The Bayesian elastic net
- The Entropy Per Coordinate of a Random Vector is Highly Constrained Under Convexity Conditions
- The Variational Formulation of the Fokker--Planck Equation
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
- Variational Analysis
- \{Euclidean, metric, and Wasserstein\} gradient flows: an overview
Cited in
(46)- (Non)-penalized multilevel methods for non-uniformly log-concave distributions
- Contraction and convergence rates for discretized kinetic Langevin dynamics
- NF-ULA: normalizing flow-based unadjusted Langevin algorithm for imaging inverse problems
- scientific article; zbMATH DE number 7626720 (Why is no real title available?)
- Optimal volume-corrected Laplace-Metropolis method
- scientific article; zbMATH DE number 7626757 (Why is no real title available?)
- 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
- Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
- From Optimization to Sampling Through Gradient Flows
- On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
- Kinetic Langevin MCMC sampling without gradient Lipschitz continuity -- the strongly convex case
- Complexity of zigzag sampling algorithm for strongly log-concave distributions
- Convergence of Langevin MCMC in KL-divergence
- Is there an analog of Nesterov acceleration for gradient-based MCMC?
- Approximate Primal-Dual Fixed-Point based Langevin Algorithms for Non-smooth Convex Potentials
- Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data
- Lévy Langevin Monte Carlo
- Proximal Langevin sampling with inexact proximal mapping
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
- Subgradient Langevin methods for sampling from nonsmooth potentials
- Riemannian Langevin algorithm for solving semidefinite programs
- Optimal Monte Carlo methods for \(L^2\)-approximation
- Performance analysis of LVQ algorithms: a statistical physics approach
- Sampling can be faster than optimization
- Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. II: Theoretical analysis
- Geometric ergodicity of SGLD via reflection coupling
- Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation
- Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions
- Noise-free sampling algorithms via regularized Wasserstein proximals
- The forward-backward envelope for sampling with the overdamped Langevin algorithm
- Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization
- Sampling from non-smooth distributions through Langevin diffusion
- Particle dual averaging: optimization of mean field neural network with global convergence rate analysis*
- Neural-network-based regularization methods for inverse problems in imaging
- On sampling from a log-concave density using kinetic Langevin diffusions
- Contraction rate estimates of stochastic gradient kinetic Langevin integrators
- Appropriate state-dependent friction coefficient accelerates kinetic Langevin dynamics
- Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
- Laplacian smoothing stochastic gradient Markov chain Monte Carlo
- Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- Higher order Langevin Monte Carlo algorithm
This page was built for publication: Analysis of Langevin Monte Carlo via convex optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5381127)
