Jianfeng Lu

activity

20172026

most citedDiscontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods

56 citations · 58 across the 15 of their papers we have counts for

collaborators

Showing 2026Show all

6 papers · 1 filter

math.ST2026

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 $π \propto e^{- V}$ , where $0 ≺ α I ⪯ \nabla^{2} V ⪯ β I$ and $κ = β / α$ . To achi…

math.ST2026

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 $π \propto exp (- V)$ on $R^{d}$ , where $V \in C^{2} (R^{d})$ has a $β$ -Lipschitz gradient and $π$ satisfies a loga…

math.PR2026

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 $p \geq 2$ , \[ \|δV\|_{L^p(γ_d)} \leq \sqrt p\…

math.ST2026

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…

math.ST2026

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 $μ (d x) \propto e^{- V (x)} d x$ on $R^{d}$ , where $V$ is $α$ -strongly convex and $β$ -smooth, and write $κ := β / α$ . We desi…

math.NA2026

Windowed thinning and query complexity for the bouncy particle and Zigzag samplers

Jianfeng Lu, Yinchen Luo

Let $μ (d x) \propto e^{- U (x)} d x$ on $R^{d}$ , where $U$ is $m$ -strongly convex and $L$ -smooth, and denote by $κ = L / m$ the condition number. We consider windowed thinning, an exact si…