https://jmlr.org/papers/v22/20-1205.html
Langevin Monte Carlo: random coordinate descent and variance reduction
langevin monte carlorandom coordinate descentvariancereduction
https://openreview.net/forum?id=5-2mX9_U5i
Sqrt(d) Dimension Dependence of Langevin Monte Carlo | OpenReview
This article considers the popular MCMC method of unadjusted Langevin Monte Carlo (LMC) and provides a non-asymptotic analysis of its sampling error in...
langevin monte carlosqrtdimensiondependenceopenreview
https://openreview.net/forum?id=kEPAmGivMD
Deterministic Langevin Monte Carlo with Normalizing Flows for Bayesian Inference | OpenReview
Deterministic Langevin Monte Carlo with Normalizing Flows for Bayesian Inference achieves state of the art performance on many challenging high dimensional...
langevin monte carlonormalizing flowsbayesian inferencedeterministic
https://arxiv.org/abs/2603.02429
[2603.02429] Dimension-Independent Convergence of Underdamped Langevin Monte Carlo in KL Divergence
Abstract page for arXiv paper 2603.02429: Dimension-Independent Convergence of Underdamped Langevin Monte Carlo in KL Divergence
langevin monte carlo
https://jmlr.org/papers/v25/22-1443.html
Penalized Overdamped and Underdamped Langevin Monte Carlo Algorithms for Constrained Sampling
langevin monte carlooverdampedunderdamped
https://arxiv.org/abs/2312.17077
[2312.17077] Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
Abstract page for arXiv paper 2312.17077: Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
https://jmlr.org/papers/v22/21-0307.html
Decentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte Carlo
langevin dynamicsdecentralizedstochasticgradienthamiltonian
https://deepai.org/publication/non-asymptotic-analysis-of-langevin-type-monte-carlo-algorithms
Non-asymptotic analysis of Langevin-type Monte Carlo algorithms | DeepAI
Mar 22, 2023 - 03/22/23 - We study Langevin-type algorithms for sampling from Gibbs distributions such that the potentials are dissipative and their weak gr...
asymptotic analysismonte carlononlangevintype
https://openreview.net/forum?id=nfIAEJFiBZ
Provable and Practical: Efficient Exploration in Reinforcement Learning via Langevin Monte Carlo |...
We present a scalable and effective exploration strategy based on Thompson sampling for reinforcement learning (RL). One of the key shortcomings of existing...