1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2023★ 1 cited
Towards a Complete Analysis of Langevin Monte Carlo: Beyond Poincaré Inequality
Alireza Mousavi-Hosseini, Tyler Farghly, Ye He +2
Langevin diffusions are rapidly convergent under appropriate functional inequality assumptions. Hence, it is natural to expect that with additional smoothness conditions to handle…
math.ST2023
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed Sampling
Ye He, Tyler Farghly, Krishnakumar Balasubramanian +1
We analyze the complexity of sampling from a class of heavy-tailed distributions by discretizing a natural class of Itô diffusions associated with weighted Poincaré inequalities. B…