21 citations · 54 across the 17 of their papers we have counts for
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stat.ML2020★ 2 cited
Convergence of Langevin Monte Carlo in Chi-Squared and Renyi Divergence
Murat A. Erdogdu, Rasa Hosseinzadeh, Matthew S. Zhang
We study sampling from a target distribution using the unadjusted Langevin Monte Carlo (LMC) algorithm when the potential satisfies a strong dissipativity condit…
stat.ML2020★ 20 cited
On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness
Murat A. Erdogdu, Rasa Hosseinzadeh
We study sampling from a target distribution using the unadjusted Langevin Monte Carlo (LMC) algorithm. For any potential function whose tails behave like ${\|…