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20212026
most citedHamiltonian Monte Carlo with Asymmetrical Momentum Distributions

1 citations · 3 across the 17 of their papers we have counts for

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math.DS2024

Dynamical Behaviors of the Gradient Flows for In-Context Learning

Songtao Lu, Yingdong Lu, Tomasz Nowicki

We derive the system of differential equations for the gradient flow characterizing the training process of linear in-context learning in full generality. Next, we explore the geom…

math.ST2024

On The Variance of Schatten -Norm Estimation with Gaussian Sketching Matrices

Lior Horesh, Vasileios Kalantzis, Yingdong Lu +1

Monte Carlo matrix trace estimation is a popular randomized technique to estimate the trace of implicitly-defined matrices via averaging quadratic forms across several observations…

math.PR2024

On the iterations of some random functions with Lipschitz number one

Yingdong Lu, Tomasz Nowicki

For the iterations of random functions with Lipschitz number one, we represent the dynamics as a Markov chain and prove its convergence under mild conditions. We a…

math.NA2024

Regenerative Ulam-von Neumann Algorithm: An Innovative Markov chain Monte Carlo Method for Matrix Inversion

Soumyadip Ghosh, Lior Horesh, Vassilis Kalantzis +2

This paper presents a regenerative variant of the classical Ulam-von Neumann Markov chain Monte Carlo algorithm for the approximation of the matrix inverse. The algorithm presented…

math.ST2024

On Convergence of the Alternating Directions SGHMC Algorithm

Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki

We study convergence rates of Hamiltonian Monte Carlo (HMC) algorithms with leapfrog integration under mild conditions on stochastic gradient oracle for the target distribution (SG…