97 citations · 108 across the 3 of their papers we have counts for
4 papers · 1 filter
Is There an Analog of Nesterov Acceleration for MCMC?
Yi-An Ma, Niladri Chatterji, Xiang Cheng +3
We formulate gradient-based Markov chain Monte Carlo (MCMC) sampling as optimization on the space of probability measures, with Kullback-Leibler (KL) divergence as the objective fu…
Sharp convergence rates for Langevin dynamics in the nonconvex setting
Xiang Cheng, Niladri S. Chatterji, Yasin Abbasi-Yadkori +2
We study the problem of sampling from a distribution , where the function is -smooth everywhere and -strongly convex outside a ball…
Underdamped Langevin MCMC: A non-asymptotic analysis
Xiang Cheng, Niladri S. Chatterji, Peter L. Bartlett +1
We study the underdamped Langevin diffusion when the log of the target distribution is smooth and strongly concave. We present a MCMC algorithm based on its discretization and show…
Convergence of Langevin MCMC in KL-divergence
Xiang Cheng, Peter Bartlett
Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density is such that is smoo…