3 papers
stat.ML2026
Decentralized Proximal Stochastic Gradient Langevin Dynamics
Mohammad Rafiqul Islam, Lingjiong Zhu
We propose Decentralized Proximal Stochastic Gradient Langevin Dynamics (DE-PSGLD), a decentralized Markov chain Monte Carlo (MCMC) algorithm for sampling from a log-concave probab…
cs.LG2025
Generalized EXTRA stochastic gradient Langevin dynamics
Mert Gurbuzbalaban, Mohammad Rafiqul Islam, Xiaoyu Wang +1
Langevin algorithms are popular Markov Chain Monte Carlo methods for Bayesian learning, particularly when the aim is to sample from the posterior distribution of a parametric model…
stat.ML2025
High-Order Langevin Monte Carlo Algorithms
Thanh Dang, Mert Gurbuzbalaban, Mohammad Rafiqul Islam +2
Langevin algorithms are popular Markov chain Monte Carlo (MCMC) methods for large-scale sampling problems that often arise in data science. We propose Monte Carlo algorithms based…