2 citations · 2 across the 2 of their papers we have counts for
2 papers
cs.DS2024
Regularized Dikin Walks for Sampling Truncated Logconcave Measures, Mixed Isoperimetry and Beyond Worst-Case Analysis
Minhui Jiang, Yuansi Chen
We study the problem of drawing samples from a logconcave distribution truncated on a polytope, motivated by computational challenges in Bayesian statistical models with indicator…
stat.CO2023★ 2 cited
When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm?
Yuansi Chen, Khashayar Gatmiry, Minhui Jiang
We analyze the mixing time of Metropolized Hamiltonian Monte Carlo (HMC) with the leapfrog integrator to sample from a distribution on whose log-density is smooth, h…