3 papers
math.OC2024
Proximal Oracles for Optimization and Sampling
Jiaming Liang, Yongxin Chen
We consider convex optimization with non-smooth objective function and log-concave sampling with non-smooth potential (negative log density). In particular, we study two specific s…
math.ST2023
On a Class of Gibbs Sampling over Networks
Bo Yuan, Jiaojiao Fan, Jiaming Liang +2
We consider the sampling problem from a composite distribution whose potential (negative log density) is $\sum_{i=1}^n f_i(x_i)+\sum_{j=1}^m g_j(y_j)+\sum_{i=1}^n\sum_{j=1}^m\frac{…
math.ST2023
Improved dimension dependence of a proximal algorithm for sampling
Jiaojiao Fan, Bo Yuan, Yongxin Chen
We propose a sampling algorithm that achieves superior complexity bounds in all the classical settings (strongly log-concave, log-concave, Logarithmic-Sobolev inequality (LSI), Poi…