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math.ST2022★ 3 cited
Improved analysis for a proximal algorithm for sampling
Yongxin Chen, Sinho Chewi, Adil Salim +1
We study the proximal sampler of Lee, Shen, and Tian (2021) and obtain new convergence guarantees under weaker assumptions than strong log-concavity: namely, our results hold for (…
math.ST2022★ 4 cited
Towards a Theory of Non-Log-Concave Sampling: First-Order Stationarity Guarantees for Langevin Monte Carlo
Krishnakumar Balasubramanian, Sinho Chewi, Murat A. Erdogdu +2
For the task of sampling from a density on , where is possibly non-convex but -gradient Lipschitz, we prove that averaged Langevin Monte Ca…