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math.ST2025
Characterizing Dependence of Samples along the Langevin Dynamics and Algorithms via Contraction of -Mutual Information
Jiaming Liang, Siddharth Mitra, Andre Wibisono
The mixing time of a Markov chain determines how fast the iterates of the Markov chain converge to the stationary distribution; however, it does not control the dependencies betwee…
math.ST2025
Fast Convergence of -Divergence Along the Unadjusted Langevin Algorithm and Proximal Sampler
Siddharth Mitra, Andre Wibisono
We study the mixing time of two popular discrete-time Markov chains in continuous space, the Unadjusted Langevin Algorithm and the Proximal Sampler, which are discretizations of th…