#langevin — Public Fediverse posts

'Sampling and Estimation on Manifolds using the Langevin Diffusion', by Karthik Bharath, Alexander Lewis, Akash Sharma, Michael V. Tretyakov.

http://jmlr.org/papers/v26/24-0829.html

#estimation #langevin #estimators

'Optimal Scaling for the Proximal Langevin Algorithm in High Dimensions', by Natesh S. Pillai.

http://jmlr.org/papers/v25/23-0139.html

#langevin #densities #diffusion

'Fisher information dissipation for time-inhomogeneous stochastic differential equations', by Qi Feng, Xinzhe Zuo, Wuchen Li.

http://jmlr.org/papers/v25/24-0206.html

#langevin #stochastic #lyapunov

'Penalized Overdamped and Underdamped Langevin Monte Carlo Algorithms for Constrained Sampling', by Mert Gurbuzbalaban, Yuanhan Hu, Lingjiong Zhu.

http://jmlr.org/papers/v25/22-1443.html

#langevin #sampling #unconstrained

'On the Computational Complexity of Metropolis-Adjusted Langevin Algorithms for Bayesian Posterior Sampling', by Rong Tang, Yun Yang.

http://jmlr.org/papers/v25/23-0783.html

#langevin #sampling #metropolis

'Polygonal Unadjusted Langevin Algorithms: Creating stable and efficient adaptive algorithms for neural networks', by Dong-Young Lim, Sotirios Sabanis.

http://jmlr.org/papers/v25/22-0796.html

#langevin #adaptive #optimizers

'Mini-batching error and adaptive Langevin dynamics', by Inass Sekkat, Gabriel Stoltz.

http://jmlr.org/papers/v24/21-1412.html

#langevin #minibatching #markov

'Microcanonical Hamiltonian Monte Carlo', by Jakob Robnik, G. Bruno De Luca, Eva Silverstein, Uroš Seljak.

http://jmlr.org/papers/v24/22-1450.html

#microcanonical #langevin #hamiltonian

Scalable Stochastic Gradient Riemannian Langevin Dynamics in Non-Diagonal Metrics

Hanlin Yu, Marcelo Hartmann, Bernardo Williams, Arto Klami

Action editor: Jasper Snoek.

https://openreview.net/forum?id=dXAuvo6CGI

#langevin #stochastic #riemannian

An Explicit Expansion of the Kullback-Leibler Divergence along its Fisher-Rao Gradient Flow

Carles Domingo-Enrich, Aram-Alexandre Pooladian

Action editor: Murat Erdogdu.

https://openreview.net/forum?id=9pWjgQ3y85

#wasserstein #langevin #rao

Mean-Field Langevin Dynamics : Exponential Convergence and Annealing

Lénaïc Chizat

https://openreview.net/forum?id=BDqzLH1gEm

#langevin #minimizer #minimization