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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...
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03/08/2023
ELF: Federated Langevin Algorithms with Primal, Dual and Bidirectional Compression
Federated sampling algorithms have recently gained great popularity in t...
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06/01/2022
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition
Stein Variational Gradient Descent (SVGD) is an important alternative to...
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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 ...
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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...
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11/02/2018