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stat.ML2024
Randomized Midpoint Method for Log-Concave Sampling under Constraints
Yifeng Yu, Shijie Zhang, Lu Yu
In this paper, we study the problem of sampling from log-concave distributions supported on convex and compact sets, with a particular focus on the randomized midpoint discretizati…
math.ST2024
Parallelized Midpoint Randomization for Langevin Monte Carlo
Lu Yu, Arnak Dalalyan
We study the problem of sampling from a target probability density function in frameworks where parallel evaluations of the log-density gradient are feasible. Focusing on smooth an…