Improved dimension dependence of a proximal algorithm for sampling

J Fan, B Yuan, Y Chen - The Thirty Sixth Annual Conference …, 2023 - proceedings.mlr.press
We propose a sampling algorithm that achieves superior complexity bounds in all the
classical settings (strongly log-concave, log-concave, Logarithmic-Sobolev inequality (LSI) …

Provable benefit of annealed langevin monte carlo for non-log-concave sampling

W Guo, M Tao, Y Chen - arXiv preprint arXiv:2407.16936, 2024 - arxiv.org
We address the outstanding problem of sampling from an unnormalized density that may be
non-log-concave and multimodal. To enhance the performance of simple Markov chain …