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math.ST2023
On a Class of Gibbs Sampling over Networks
Bo Yuan, Jiaojiao Fan, Jiaming Liang +2
We consider the sampling problem from a composite distribution whose potential (negative log density) is $\sum_{i=1}^n f_i(x_i)+\sum_{j=1}^m g_j(y_j)+\sum_{i=1}^n\sum_{j=1}^m\frac{…
math.ST2023★ 2 cited
Improved dimension dependence of a proximal algorithm for sampling
Jiaojiao Fan, Bo Yuan, Yongxin Chen
We propose a sampling algorithm that achieves superior complexity bounds in all the classical settings (strongly log-concave, log-concave, Logarithmic-Sobolev inequality (LSI), Poi…