Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions
From MaRDI portal
(Redirected from Publication:6090288)
Recommendations
- Subgradient Langevin methods for sampling from nonsmooth potentials
- Approximate Primal-Dual Fixed-Point based Langevin Algorithms for Non-smooth Convex Potentials
- Analysis of Langevin Monte Carlo via convex optimization
- Laplacian smoothing stochastic gradient Markov chain Monte Carlo
- Smoothed Langevin proposals in Metropolis-Hastings algorithms.
Cites work
- A Bregman forward-backward linesearch algorithm for nonconvex composite optimization: superlinear convergence to nonisolated local minima
- A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
- Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
- Adaptive Rejection Sampling for Gibbs Sampling
- Bayesian computation and stochastic systems. With comments and reply.
- Convex analysis and monotone operator theory in Hilbert spaces
- Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
- Envelope functions: unifications and further properties
- Equation of state calculations by fast computing machines
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Expansion of the global error for numerical schemes solving stochastic differential equations
- Exponential convergence of Langevin distributions and their discrete approximations
- First-order methods in optimization
- Forward-backward envelope for the sum of two nonconvex functions: further properties and nonmonotone linesearch algorithms
- Forward-backward quasi-Newton methods for nonsmooth optimization problems
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- scientific article; zbMATH DE number 3187170 (Why is no real title available?)
- Lectures on convex optimization
- Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. I: Methodology and experiments
- Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. II: Theoretical analysis
- Optimal subgradient methods: computational properties for large-scale linear inverse problems
- Proximal Markov chain Monte Carlo algorithms
- Proximal nested sampling for high-dimensional Bayesian model selection
- Proximal splitting methods in signal processing
- Proximité et dualité dans un espace hilbertien
- Random gradient-free minimization of convex functions
- Recursive computation of the invariant distribution of a diffusion
- Sampling from non-smooth distributions through Langevin diffusion
- Signal Recovery by Proximal Forward-Backward Splitting
- Smooth minimization of non-smooth functions
- Smoothing and first order methods: a unified framework
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- The Bayesian elastic net
- The forward-backward envelope for sampling with the overdamped Langevin algorithm
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
Cited in
(5)- Approximate Primal-Dual Fixed-Point based Langevin Algorithms for Non-smooth Convex Potentials
- Subgradient Langevin methods for sampling from nonsmooth potentials
- Noise-free sampling algorithms via regularized Wasserstein proximals
- Moreau envelope and proximal-point methods under the lens of high-order regularization
- Efficient Bayesian computation using plug-and-play priors for Poisson inverse problems
This page was built for publication: Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6090288)
