most citedExponential ergodicity of mirror-Langevin diffusions

15 citations · 30 across the 6 of their papers we have counts for

collaborators

9 papers

math.ST20211 cited

The query complexity of sampling from strongly log-concave distributions in one dimension

Sinho Chewi, Patrik Gerber, Chen Lu +2

We establish the first tight lower bound of on the query complexity of sampling from the class of strongly log-concave and log-smooth distributions with condition nu…

cs.LG20211 cited

Rejection sampling from shape-constrained distributions in sublinear time

Sinho Chewi, Patrik Gerber, Chen Lu +2

We consider the task of generating exact samples from a target distribution, known up to normalization, over a finite alphabet. The classical algorithm for this task is rejection s…

math.PR20211 cited

Dimension-free log-Sobolev inequalities for mixture distributions

Hong-Bin Chen, Sinho Chewi, Jonathan Niles-Weed

We prove that if is a family of probability measures which satisfy the log-Sobolev inequality and whose pairwise chi-squared divergences are uniformly b…

math.ST20208 cited

Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm

Sinho Chewi, Chen Lu, Kwangjun Ahn +3

Conventional wisdom in the sampling literature, backed by a popular diffusion scaling limit, suggests that the mixing time of the Metropolis-Adjusted Langevin Algorithm (MALA) scal…

math.ST2020

Fast and Smooth Interpolation on Wasserstein Space

Sinho Chewi, Julien Clancy, Thibaut Le Gouic +3

We propose a new method for smoothly interpolating probability measures using the geometry of optimal transport. To that end, we reduce this problem to the classical Euclidean sett…

math.ST2020

Efficient constrained sampling via the mirror-Langevin algorithm

Kwangjun Ahn, Sinho Chewi

We propose a new discretization of the mirror-Langevin diffusion and give a crisp proof of its convergence. Our analysis uses relative convexity/smoothness and self-concordance, id…