130 citations · 304 across the 10 of their papers we have counts for
5 papers · 1 filter
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…
Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity
Wenlong Mou, Nicolas Flammarion, Martin J. Wainwright +1
We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence…
Escaping from saddle points on Riemannian manifolds
Yue Sun, Nicolas Flammarion, Maryam Fazel
We consider minimizing a nonconvex, smooth function on a Riemannian manifold . We show that a perturbed version of Riemannian gradient descent algorithm converges…
Fast Mean Estimation with Sub-Gaussian Rates
Yeshwanth Cherapanamjeri, Nicolas Flammarion, Peter L. Bartlett
We propose an estimator for the mean of a random vector in that can be computed in time for i.i.d.~samples and that has error bounds matching the s…
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…