7 citations · 18 across the 5 of their papers we have counts for
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cs.DS2021★ 3 cited
The Mirror Langevin Algorithm Converges with Vanishing Bias
Ruilin Li, Molei Tao, Santosh S. Vempala +1
The technique of modifying the geometry of a problem from Euclidean to Hessian metric has proved to be quite effective in optimization, and has been the subject of study for sampli…
cs.LG2021★ 5 cited
Sqrt(d) Dimension Dependence of Langevin Monte Carlo
Ruilin Li, Hongyuan Zha, Molei Tao
This article considers the popular MCMC method of unadjusted Langevin Monte Carlo (LMC) and provides a non-asymptotic analysis of its sampling error in 2-Wasserstein distance. The…