Fan Chen

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20232026

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3 papers · 1 filter

math.ST2026

Smoothed Picard Hamiltonian Monte Carlo

Fan Chen, Sinho Chewi, Jianfeng Lu +1

We develop a new low-accuracy sampler, called \emph{smoothed Picard Hamiltonian Monte Carlo}, which combines Gaussian smoothing, Picard iteration, and higher-order discretization.…

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.ST2026

High-accuracy log-concave sampling with stochastic queries

Fan Chen, Sinho Chewi, Constantinos Daskalakis +1

We show that high-accuracy guarantees for log-concave sampling -- that is, iteration and query complexities which scale as $poly lo g (1/ δ)$ , where $δ$ is the desired target…