183 citations · 865 across the 35 of their papers we have counts for
3 papers · 1 filter
Sampling Can Be Faster Than Optimization
Yi-An Ma, Yuansi Chen, Chi Jin +2
Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in rece…
Stochastic Gradient MCMC for State Space Models
Christopher Aicher, Yi-An Ma, Nicholas J. Foti +1
State space models (SSMs) are a flexible approach to modeling complex time series. However, inference in SSMs is often computationally prohibitive for long time series. Stochastic…
On the Theory of Variance Reduction for Stochastic Gradient Monte Carlo
Niladri S. Chatterji, Nicolas Flammarion, Yi-An Ma +2
We provide convergence guarantees in Wasserstein distance for a variety of variance-reduction methods: SAGA Langevin diffusion, SVRG Langevin diffusion and control-variate underdam…