Yuanhan Hu

activity

20202023

most citedDecentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte Carlo

22 citations · 29 across the 6 of their papers we have counts for

collaborators

Showing 2022Show all

2 papers · 1 filter

stat.ML2022

Penalized Overdamped and Underdamped Langevin Monte Carlo Algorithms for Constrained Sampling

Mert Gürbüzbalaban, Yuanhan Hu, Lingjiong Zhu

We consider the constrained sampling problem where the goal is to sample from a target distribution $π (x) \propto e^{- f (x)}$ when $x$ is constrained to lie on a convex body $\mathca…

stat.ML2022★ 1 cited

Heavy-Tail Phenomenon in Decentralized SGD

Mert Gurbuzbalaban, Yuanhan Hu, Umut Simsekli +2

Recent theoretical studies have shown that heavy-tails can emerge in stochastic optimization due to `multiplicative noise', even under surprisingly simple settings, such as linear…