Faster high-accuracy log-concave sampling via algorithmic warm starts

JM Altschuler, S Chewi - Journal of the ACM, 2024 - dl.acm.org
It is a fundamental problem to understand the complexity of high-accuracy sampling from a
strongly log-concave density π on ℝ d. Indeed, in practice, high-accuracy samplers such as …

Towards a complete analysis of langevin monte carlo: Beyond poincaré inequality

A Mousavi-Hosseini, TK Farghly, Y He… - The Thirty Sixth …, 2023 - proceedings.mlr.press
Langevin diffusions are rapidly convergent under appropriate functional inequality
assumptions. Hence, it is natural to expect that with additional smoothness conditions to …

Sampling from the mean-field stationary distribution

Y Kook, MS Zhang, S Chewi… - The Thirty Seventh …, 2024 - proceedings.mlr.press
We study the complexity of sampling from the stationary distribution of a mean-field SDE, or
equivalently, the complexity of minimizing a functional over the space of probability …

Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization

OD Akyildiz, S Sabanis - Journal of Machine Learning Research, 2024 - jmlr.org
We provide a nonasymptotic analysis of the convergence of the stochastic gradient
Hamiltonian Monte Carlo (SGHMC) to a target measure in Wasserstein-2 distance without …

Contraction and convergence rates for discretized kinetic Langevin dynamics

BJ Leimkuhler, D Paulin, PA Whalley - SIAM Journal on Numerical Analysis, 2024 - SIAM
We provide a framework to analyze the convergence of discretized kinetic Langevin
dynamics for-Lipschitz,-convex potentials. Our approach gives convergence rates of, with …

Monte carlo sampling without isoperimetry: A reverse diffusion approach

X Huang, H Dong, Y Hao, Y Ma, T Zhang - arXiv preprint arXiv:2307.02037, 2023 - arxiv.org
The efficacy of modern generative models is commonly contingent upon the precision of
score estimation along the diffusion path, with a focus on diffusion models and their ability to …

Double randomized underdamped langevin with dimension-independent convergence guarantee

Y Liu, C Fang, T Zhang - Advances in Neural Information …, 2024 - proceedings.neurips.cc
This paper focuses on the high-dimensional sampling of log-concave distributions with
composite structures: $ p^*(\mathrm {d} x)\propto\exp (-g (x)-f (x))\mathrm {d} x $. We …

On a class of gibbs sampling over networks

B Yuan, J Fan, J Liang, A Wibisono… - The Thirty Sixth …, 2023 - proceedings.mlr.press
We consider the sampling problem from a composite distribution whose potential (negative
log density) is $\sum_ {i= 1}^ n f_i (x_i)+\sum_ {j= 1}^ m g_j (y_j)+\sum_ {i= 1}^ n\sum_ {j …

Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo

E Camrud, A Durmus, P Monmarché… - arXiv preprint arXiv …, 2023 - arxiv.org
This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo
samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of …

Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators

B Leimkuhler, D Paulin, PA Whalley - arXiv preprint arXiv …, 2023 - esaim-m2an.org
In previous work, we introduced a method for determining convergence rates for integration
methods for the kinetic Langevin equation for M-∇ Lipschitz mlog-concave densities [arXiv …