research
∙
06/14/2023
Langevin Monte Carlo for strongly log-concave distributions: Randomized midpoint revisited
We revisit the problem of sampling from a target distribution that has a...
share
research
∙
03/08/2023
ELF: Federated Langevin Algorithms with Primal, Dual and Bidirectional Compression
Federated sampling algorithms have recently gained great popularity in t...
research
∙
06/01/2022
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition
Stein Variational Gradient Descent (SVGD) is an important alternative to...
research
∙
06/24/2020
Penalized Langevin dynamics with vanishing penalty for smooth and log-concave targets
We study the problem of sampling from a probability distribution on ℝ^p ...
research
∙
06/20/2019
Bounding the error of discretized Langevin algorithms for non-strongly log-concave targets
In this paper, we provide non-asymptotic upper bounds on the error of sa...
research
∙
11/02/2018
