Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling

被引:0
|
作者
Wu, Keru [1 ]
Schmidler, Scott [2 ]
Chen, Yuansi [3 ]
机构
[1] Department of Statistical Science
[2] Duke University, United States
[3] Durham,NC, United States
关键词
59;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [1] Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling
    Wu, Keru
    Schmidler, Scott
    Chen, Yuansi
    JOURNAL OF MACHINE LEARNING RESEARCH, 2022, 23 : 1 - 63
  • [2] Nonconvex sampling with the Metropolis-adjusted Langevin algorithm
    Mangoubi, Oren
    Vishnoi, Nisheeth K.
    CONFERENCE ON LEARNING THEORY, VOL 99, 2019, 99
  • [3] Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling
    Altschuler, Jason M.
    Talwar, Kunal
    THIRTY SIXTH ANNUAL CONFERENCE ON LEARNING THEORY, VOL 195, 2023, 195
  • [4] Langevin diffusions and the Metropolis-adjusted Langevin algorithm
    Xifara, T.
    Sherlock, C.
    Livingstone, S.
    Byrne, S.
    Girolami, M.
    STATISTICS & PROBABILITY LETTERS, 2014, 91 : 14 - 19
  • [5] autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm
    Biron-Lattes, Miguel
    Surjanovic, Nikola
    Syed, Saifuddin
    Campbell, Trevor
    Bouchard-Cote, Alexandre
    INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 238, 2024, 238
  • [6] Particle Metropolis-adjusted Langevin algorithms
    Nemeth, Christopher
    Sherlock, Chris
    Fearnhead, Paul
    BIOMETRIKA, 2016, 103 (03) : 701 - 717
  • [7] On the Computational Complexity of Metropolis-Adjusted Langevin Algorithms for Bayesian Posterior Sampling
    Tang, Rong
    Yang, Yun
    JOURNAL OF MACHINE LEARNING RESEARCH, 2024, 25 : 1 - 79
  • [8] Implicit langevin algorithms for sampling from log-concave densities
    Hodgkinson, Liam
    Salomone, Robert
    Roosta, Fred
    Journal of Machine Learning Research, 2021, 22
  • [9] Implicit Langevin Algorithms for Sampling From Log-concave Densities
    Hodgkinson, Liam
    Salomone, Robert
    Roosta, Fred
    JOURNAL OF MACHINE LEARNING RESEARCH, 2021, 22
  • [10] Log-concave sampling: Metropolis-Hastings algorithms are fast
    Dwivedi, Raaz
    Chen, Yuansi
    Wainwright, Martin J.
    Yu, Bin
    JOURNAL OF MACHINE LEARNING RESEARCH, 2019, 20