430 citations · 985 across the 29 of their papers we have counts for
3 papers · 1 filter
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…
Bayesian Robustness: A Nonasymptotic Viewpoint
Kush Bhatia, Yi-An Ma, Anca D. Dragan +2
We study the problem of robustly estimating the posterior distribution for the setting where observed data can be contaminated with potentially adversarial outliers. We propose Rob…
Is There an Analog of Nesterov Acceleration for MCMC?
Yi-An Ma, Niladri Chatterji, Xiang Cheng +3
We formulate gradient-based Markov chain Monte Carlo (MCMC) sampling as optimization on the space of probability measures, with Kullback-Leibler (KL) divergence as the objective fu…