21 citations · 29 across the 6 of their papers we have counts for
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stat.ML2020
Random Coordinate Underdamped Langevin Monte Carlo
Zhiyan Ding, Qin Li, Jianfeng Lu +1
The Underdamped Langevin Monte Carlo (ULMC) is a popular Markov chain Monte Carlo sampling method. It requires the computation of the full gradient of the log-density at each itera…
stat.ML2020★ 3 cited
Random Coordinate Langevin Monte Carlo
Zhiyan Ding, Qin Li, Jianfeng Lu +1
Langevin Monte Carlo (LMC) is a popular Markov chain Monte Carlo sampling method. One drawback is that it requires the computation of the full gradient at each iteration, an expens…
stat.ML2020
Variance reduction for Random Coordinate Descent-Langevin Monte Carlo
Zhiyan Ding, Qin Li
Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have…