53 citations · 109 across the 15 of their papers we have counts for
4 papers · 1 filter
On Linear Stochastic Approximation: Fine-grained Polyak-Ruppert and Non-Asymptotic Concentration
Wenlong Mou, Chris Junchi Li, Martin J. Wainwright +2
We undertake a precise study of the asymptotic and non-asymptotic properties of stochastic approximation procedures with Polyak-Ruppert averaging for solving a linear system $\bar{…
Sampling for Bayesian Mixture Models: MCMC with Polynomial-Time Mixing
Wenlong Mou, Nhat Ho, Martin J. Wainwright +2
We study the problem of sampling from the power posterior distribution in Bayesian Gaussian mixture models, a robust version of the classical posterior. This power posterior is kno…
An Efficient Sampling Algorithm for Non-smooth Composite Potentials
Wenlong Mou, Nicolas Flammarion, Martin J. Wainwright +1
We consider the problem of sampling from a density of the form , where is a smooth and strongly convex func…
High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm
Wenlong Mou, Yi-An Ma, Martin J. Wainwright +2
We propose a Markov chain Monte Carlo (MCMC) algorithm based on third-order Langevin dynamics for sampling from distributions with log-concave and smooth densities. The higher-orde…