70 citations · 138 across the 21 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
cs.DS2017★ 2 cited
Convex Optimization with Unbounded Nonconvex Oracles using Simulated Annealing
Oren Mangoubi, Nisheeth K. Vishnoi
We consider the problem of minimizing a convex objective function when one can only evaluate its noisy approximation . Unless one assumes some structure on the noise,…
math.PR2017★ 70 cited
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions
Oren Mangoubi, Aaron Smith
We obtain several quantitative bounds on the mixing properties of the Hamiltonian Monte Carlo (HMC) algorithm for a strongly log-concave target distribution on …