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langevin monte carlo

33 papers

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Also known as

LMC

Co-occurring keywords

markov chain monte carlo (725) bayesian inference (1907) log-concave distribution (46) sampling algorithm (130) thompson sampling (237) convex optimization (1321) stochastic gradient (296) langevin dynamics (128) wasserstein distance (417) poincare inequality (9)

Papers

Variance reduction for Random Coordinate Descent-Langevin Monte Carlo NIPS 2020

Langevin Monte Carlo without smoothness AISTATS 2020

Probabilistic Permutation Synchronization Using the Riemannian Structure of the Birkhoff Polytope CVPR 2019

Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond NIPS 2019

Analysis of Langevin Monte Carlo via Convex Optimization JMLR 2019

Beyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlo NIPS 2018

Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent COLT 2017

Finite-Time Analysis of Projected Langevin Monte Carlo NIPS 2015