5 citations · 6 across the 7 of their papers we have counts for
3 papers · 1 filter
Minimax Linear Regression under the Quantile Risk
Ayoub El Hanchi, Chris J. Maddison, Murat A. Erdogdu
We study the problem of designing minimax procedures in linear regression under the quantile risk. We start by considering the realizable setting with independent Gaussian noise, w…
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…
Improved Discretization Analysis for Underdamped Langevin Monte Carlo
Matthew Zhang, Sinho Chewi, Mufan Bill Li +2
Underdamped Langevin Monte Carlo (ULMC) is an algorithm used to sample from unnormalized densities by leveraging the momentum of a particle moving in a potential well. We provide a…