Analysis of Langevin Monte Carlo via Convex Optimization

Alain Durmus, Szymon Majewski, Błażej Miasojedow

Type: Article

Publication Date: 2019-01-01

Citations: 48

Locations

Journal of Machine Learning Research - View

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+	Bounding the error of discretized Langevin algorithms for non-strongly log-concave targets	2019	Arnak S. Dalalyan Lionel Riou-Durand Avetik Karagulyan
+	Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm	2020	Adil Salim Peter Richtárik
+	Unadjusted Langevin Algorithm for Non-convex Weakly Smooth Potentials	2023	Dao Nguyen Xin Dang Yixin Chen
+	Constrained Ensemble Langevin Monte Carlo	2021	Zhiyan Ding Qin Li
+ PDF Chat	QLSD: Quantised Langevin Stochastic Dynamics for Bayesian Federated Learning	2022	Maxime Vono Vincent Plassier Alain Durmus Aymeric Dieuleveut Éric Moulines
+	The query complexity of sampling from strongly log-concave distributions in one dimension	2021	Sinho Chewi Patrik Gerber Chen Lü Thibaut Le Gouic Philippe Rigollet

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