1 citations · 1 across the 9 of their papers we have counts for
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Convergence Of The Unadjusted Langevin Algorithm For Discontinuous Gradients
Tim Johnston, Sotirios Sabanis
We demonstrate that for strongly log-convex densities whose potentials are discontinuous on manifolds, the ULA algorithm converges with stepsize bias of order in Wasserstein-…
Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation
Ö. Deniz Akyildiz, Francesca Romana Crucinio, Mark Girolami +2
We develop a class of interacting particle systems for implementing a maximum marginal likelihood estimation (MMLE) procedure to estimate the parameters of a latent variable model.…
Kinetic Langevin MCMC Sampling Without Gradient Lipschitz Continuity -- the Strongly Convex Case
Tim Johnston, Iosif Lytras, Sotirios Sabanis
In this article we consider sampling from log concave distributions in Hamiltonian setting, without assuming that the objective gradient is globally Lipschitz. We propose two algor…