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metropolis-adjusted langevin algorithm

10 papers

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Also known as

MALA

Co-occurring keywords

markov chain monte carlo (725) mixing time (70) log-concave sampling (13) log-concave distribution (46) mcmc sampling (70) langevin dynamics (128) langevin diffusion (23) sampling algorithm (130) convergence rate (607) bayesian logistic regression (10)

Papers

autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm AISTATS 2024
On the Computational Complexity of Metropolis-Adjusted Langevin Algorithms for Bayesian Posterior Sampling JMLR 2024
Optimal Scaling for the Proximal Langevin Algorithm in High Dimensions JMLR 2024
Reverse Transition Kernel: A Flexible Framework to Accelerate Diffusion Inference NIPS 2024
Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling JMLR 2022
Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions NIPS 2021
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm COLT 2021
Log-concave sampling: Metropolis-Hastings algorithms are fast JMLR 2019
Nonconvex sampling with the Metropolis-adjusted Langevin algorithm COLT 2019
Log-concave sampling: Metropolis-Hastings algorithms are fast! COLT 2018