Subgradient Langevin methods for sampling from nonsmooth potentials
From MaRDI portal
Recommendations
- Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions
- Approximate Primal-Dual Fixed-Point based Langevin Algorithms for Non-smooth Convex Potentials
- Sampling from non-smooth distributions through Langevin diffusion
- Analysis of Langevin Monte Carlo via convex optimization
- The forward-backward envelope for sampling with the overdamped Langevin algorithm
Cites work
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- scientific article; zbMATH DE number 7625178 (Why is no real title available?)
- A Useful Convergence Theorem for Probability Distributions
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau
- Analysis of Langevin Monte Carlo via convex optimization
- Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
- Bayesian Imaging Using Plug & Play Priors: When Langevin Meets Tweedie
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- Exponential convergence of Langevin distributions and their discrete approximations
- Global Consensus Monte Carlo
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- Higher-order total variation approaches and generalisations
- Markov chains and stochastic stability
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Nonlinear total variation based noise removal algorithms
- On the ergodic convergence rates of a first-order primal-dual algorithm
- Optimal Transport
- Posterior-Variance-Based Error Quantification for Inverse Problems in Imaging
- Proximal Markov chain Monte Carlo algorithms
- Proximal nested sampling for high-dimensional Bayesian model selection
- RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT
- Sampling from non-smooth distributions through Langevin diffusion
- Split-and-Augmented Gibbs Sampler—Application to Large-Scale Inference Problems
- Testing and non-linear preconditioning of the proximal point method
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
Cited in
(6)- Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors
- Approximate Primal-Dual Fixed-Point based Langevin Algorithms for Non-smooth Convex Potentials
- Proximal Langevin sampling with inexact proximal mapping
- Diffusion at absolute zero: Langevin sampling using successive Moreau envelopes
- Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions
- Neural-network-based regularization methods for inverse problems in imaging
This page was built for publication: Subgradient Langevin methods for sampling from nonsmooth potentials
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6633041)
