3 papers
stat.ML2026
Accelerated Mixing Time of Randomized Hamiltonian Monte Carlo
Siddharth Mitra, Vishwak Srinivasan, Xiuyuan Wang +1
We show the Randomized Hamiltonian Monte Carlo (RHMC) algorithm has accelerated mixing time guarantees for sampling from log-concave probability distributions. RHMC proceeds by rep…
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.OC2024
A Symplectic Analysis of Alternating Mirror Descent
Jonas Katona, Xiuyuan Wang, Andre Wibisono
Motivated by understanding the behavior of the Alternating Mirror Descent (AMD) algorithm for bilinear zero-sum games, we study the discretization of continuous-time Hamiltonian fl…