15 citations · 56 across the 38 of their papers we have counts for
44 papers
Sharp dimensional analysis of midpoint methods for Langevin sampling
Fan Chen, Sinho Chewi, Jianfeng Lu +1
We study deterministic and randomized midpoint discretizations of Langevin dynamics for a target , where and . To achi…
High-accuracy simulation of Picard HMC, part I: Gaussian cloud correction
Fan Chen, Sinho Chewi, Jianfeng Lu +1
We study the problem of sampling from a continuous density on , where has a -Lipschitz gradient and satisfies a loga…
Sharp Gaussian divergence and Bernstein-Markov inequalities
Fan Chen, Sinho Chewi, Jianfeng Lu +1
We prove two dimension-free estimates in Gaussian space. The first is an optimal Meyer-type inequality for the Gaussian divergence: for , \[ \|δV\|_{L^p(γ_d)} \leq \sqrt p\…
Smoothed Picard Hamiltonian Monte Carlo
Fan Chen, Sinho Chewi, Jianfeng Lu +1
We develop a new low-accuracy sampler, called smoothed Picard Hamiltonian Monte Carlo, which combines Gaussian smoothing, Picard iteration, and higher-order discretization. For a l…
Accelerated High-Accuracy Sampling from a Warm Start via the Proximal Bouncy Particle Sampler
Fan Chen, Sinho Chewi, Jianfeng Lu +1
We study the problem of sampling from on , where is -strongly convex and -smooth, and write . We desi…
Generalization, memorization, and overfitting for diffusion models trained in the lazy high-dimensional regime
Hugo Latourelle-Vigeant, Sinho Chewi, Aram-Alexandre Pooladian +2
Modern score-based generative models have achieved remarkable empirical success in high-dimensional tasks such as image, audio, and video synthesis. These models reduce distributio…
Exact simulation of diffusions and improved algorithms for log-concave sampling
Fan Chen, Sinho Chewi, Alexander Rakhlin +1
We study exact simulation of diffusions via rejection sampling on path space using unbiased estimators of the density ratio obtained from Girsanov's theorem. When applied to the un…
Near-Lipschitz stability of the Kim--Milman flow map
Sinho Chewi, Katharina Eichinger, Aram-Alexandre Pooladian
We prove that the Kim--Milman flow map enjoys favorable stability properties with respect to variations in the target measure, provided that one of the target measures is sufficien…
Complexity of Non-Log-Concave Sampling in Fisher Information
Sinho Chewi, Andre Wibisono
We study the query complexity of obtaining a relative Fisher information guarantee for sampling from a log-smooth non-log-concave distribution; this is a sampling analog of finding…
A proximal gradient algorithm for composite log-concave sampling
Linghai Liu, Sinho Chewi
We propose an algorithm to sample from composite log-concave distributions over , i.e., densities of the form , assuming access to gradient evaluat…
Lectures on optimization
Sinho Chewi
These lecture notes cover the theory of convex optimization, with a particular emphasis on first-order methods.
A Rod Flow Model for Adam at the Edge of Stability
Eric Regis, Sinho Chewi
Cohen et al. (arXiv:2207.14484) observed that adaptive gradient methods such as Adam operate at the edge of stability. While there has been significant work on continuous-time mode…
Variational inference via radial transport
Luca Ghafourpour, Sinho Chewi, Alessio Figalli +1
In variational inference (VI), the practitioner approximates a high-dimensional distribution with a simple surrogate one, often a (product) Gaussian distribution. However, in m…
Algorithmic warm starts for Hamiltonian Monte Carlo
Matthew S. Zhang, Jason M. Altschuler, Sinho Chewi
Generating samples from a continuous probability density is a central algorithmic problem across statistics, engineering, and the sciences. For high-dimensional settings, Hamiltoni…
Sampling from Constrained Gibbs Measures: with Applications to High-Dimensional Bayesian Inference
Ruixiao Wang, Xiaohong Chen, Sinho Chewi
This paper considers a non-standard problem of generating samples from a low-temperature Gibbs distribution with \emph{constrained} support, when some of the coordinates of the mod…
High-accuracy log-concave sampling with stochastic queries
Fan Chen, Sinho Chewi, Constantinos Daskalakis +1
We show that high-accuracy guarantees for log-concave sampling -- that is, iteration and query complexities which scale as , where is the desired target…
Blind denoising diffusion models and the blessings of dimensionality
Zahra Kadkhodaie, Aram-Alexandre Pooladian, Sinho Chewi +1
Denoising diffusion models (DDMs) are state-of-the-art methods for learning densities from data across numerous domains, yet many aspects of the training and sampling pipeline rema…
Rod Flow: A Continuous-Time Model for Gradient Descent at the Edge of Stability
Eric Regis, Sinho Chewi
How can we understand gradient-based training over non-convex landscapes? The edge of stability phenomenon, introduced in Cohen et al. (2021), indicates that the answer is not so s…
High-accuracy sampling for diffusion models and log-concave distributions
Fan Chen, Sinho Chewi, Constantinos Daskalakis +1
We present algorithms for diffusion model sampling which obtain -error in steps, given access to -accurate score estimates in . Thi…
Theory and computation for structured variational inference
Shunan Sheng, Bohan Wu, Bennett Zhu +2
Structured variational inference constitutes a core methodology in modern statistical applications. Unlike mean-field variational inference, the approximate posterior is assumed to…
Sublinear iterations can suffice even for DDPMs
Matthew S. Zhang, Stephen Huan, Jerry Huang +3
SDE-based methods such as denoising diffusion probabilistic models (DDPMs) have shown remarkable success in real-world sample generation tasks. Prior analyses of DDPMs have been fo…
Stability of the Kim--Milman flow map
Sinho Chewi, Aram-Alexandre Pooladian, Matthew S. Zhang
In this short note, we characterize stability of the Kim--Milman flow map -- also known as the probability flow ODE -- with respect to variations in the target measure in relative…
Shifted Composition IV: Toward Ballistic Acceleration for Log-Concave Sampling
Jason M. Altschuler, Sinho Chewi, Matthew S. Zhang
Acceleration is a celebrated cornerstone of convex optimization, enabling gradient-based algorithms to converge sublinearly in the condition number. A major open question is whethe…
Shifted Composition III: Local Error Framework for KL Divergence
Jason M. Altschuler, Sinho Chewi
Coupling arguments are a central tool for bounding the deviation between two stochastic processes, but traditionally have been limited to Wasserstein metrics. In this paper, we app…