3 citations · 4 across the 10 of their papers we have counts for
4 papers · 1 filter
Dimension-free regimes for unadjusted Langevin in ridge-separable models: A subspace robust Wasserstein analysis
Yuansi Chen, Francesco Pedrotti, Peter A. Whalley
The Unadjusted Langevin Algorithm (ULA) is widely used for high-dimensional Bayesian inference. Classical analyses in Wasserstein-2 distance predict an asymptotic bias and a mixing…
Wasserstein mixing time of the unadjusted Langevin algorithm
Francesco Pedrotti, Peter A. Whalley
We provide new estimates in Wasserstein distance for the asymptotic bias of the unadjusted Langevin algorithm, in the classical setting of log-smooth strongly log-concave measures.…
The local product condition implies cutoff
Francesco Pedrotti, Justin Salez
In the theory of mixing times, a famously wrong conjecture predicts that a sequence of Markov processes exhibits cutoff as soon as the product of their Poincaré constant and mixing…
Entropy-Wasserstein regularization, defective local concentration and a cutoff criterion beyond non-negative curvature
Francesco Pedrotti
Notions of positive curvature have been shown to imply many remarkable properties for Markov processes, in terms, e.g., of regularization effects, functional inequalities, mixing t…