3 papers
stat.ML2026
Tail-Sensitive KL and Rényi Convergence of Unadjusted Hamiltonian Monte Carlo via One-Shot Couplings
Nawaf Bou-Rabee, Siddharth Mitra, Andre Wibisono
Hamiltonian Monte Carlo (HMC) algorithms are among the most widely used sampling methods in high dimensional settings, yet their convergence properties are poorly understood in div…
cs.GT2024
On the Convergence of Min-Max Langevin Dynamics and Algorithm
Yang Cai, Siddharth Mitra, Xiuyuan Wang +1
We study zero-sum games in the space of probability distributions over the Euclidean space with entropy regularization, in the setting when the interaction function…
math.ST2024
Fast Convergence of -Divergence Along the Unadjusted Langevin Algorithm and Proximal Sampler
Siddharth Mitra, Andre Wibisono
We study the mixing time of two popular discrete-time Markov chains in continuous space, the Unadjusted Langevin Algorithm and the Proximal Sampler, which are discretizations of th…