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math.PR2022
Metastable Mixing of Markov Chains: Efficiently Sampling Low Temperature Exponential Random Graphs
Guy Bresler, Dheeraj Nagaraj, Eshaan Nichani
In this paper we consider the problem of sampling from the low-temperature exponential random graph model (ERGM). The usual approach is via Markov chain Monte Carlo, but Bhamidi et…
math.PR2022
Utilising the CLT Structure in Stochastic Gradient based Sampling : Improved Analysis and Faster Algorithms
Aniket Das, Dheeraj Nagaraj, Anant Raj
We consider stochastic approximations of sampling algorithms, such as Stochastic Gradient Langevin Dynamics (SGLD) and the Random Batch Method (RBM) for Interacting Particle Dynamc…