25 citations · 80 across the 7 of their papers we have counts for
7 papers
Langevin dynamics based algorithm e-THO POULA for stochastic optimization problems with discontinuous stochastic gradient
Dong-Young Lim, Ariel Neufeld, Sotirios Sabanis +1
We introduce a new Langevin dynamics based algorithm, called e-THO POULA, to solve optimization problems with discontinuous stochastic gradients which naturally appear…
Non-asymptotic convergence bounds for modified tamed unadjusted Langevin algorithm in non-convex setting
Ariel Neufeld, Matthew Ng Cheng En, Ying Zhang
We consider the problem of sampling from a high-dimensional target distribution on with density proportional to using explicit numerical…
Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization
Ying Zhang, Ömer Deniz Akyildiz, Theodoros Damoulas +1
In this paper, we are concerned with a non-asymptotic analysis of sampling algorithms used in nonconvex optimization. In particular, we obtain non-asymptotic estimates in Wasserste…
On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case
Ngoc Huy Chau, Éric Moulines, Miklos Rásonyi +2
We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimizati…
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
M. Barkhagen, N. H. Chau, É. Moulines +3
We study the problem of sampling from a probability distribution on $\rset^d$ which has a density \wrt\ the Lebesgue measure known up to a normalization factor $x \mapsto \rme^…
Higher Order Langevin Monte Carlo Algorithm
Sotirios Sabanis, Ying Zhang
A new (unadjusted) Langevin Monte Carlo (LMC) algorithm with improved rates in total variation and in Wasserstein distance is presented. All these are obtained in the context of sa…
On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients
Sotirios Sabanis, Ying Zhang
A conjecture appears in \cite{milsteinscheme}, in the form of a remark, where it is stated that it is possible to construct, in a specified way, any high order explicit numerical s…