30 citations · 92 across the 11 of their papers we have counts for
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stat.ML2020★ 5 cited
Complexity of zigzag sampling algorithm for strongly log-concave distributions
Jianfeng Lu, Lihan Wang
We study the computational complexity of zigzag sampling algorithm for strongly log-concave distributions. The zigzag process has the advantage of not requiring time discretization…
math.PR2020★ 17 cited
On explicit -convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms
Jianfeng Lu, Lihan Wang
We establish -exponential convergence rate for three popular piecewise deterministic Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the zigzag p…
math.NA2020★ 21 cited
Complexity of randomized algorithms for underdamped Langevin dynamics
Yu Cao, Jianfeng Lu, Lihan Wang
We establish an information complexity lower bound of randomized algorithms for simulating underdamped Langevin dynamics. More specifically, we prove that the worst strong er…