Murat A. Erdogdu

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20152026

most citedSEISMIC: A Self-Exciting Point Process Model for Predicting Tweet Popularity

483 citations · 760 across the 48 of their papers we have counts for

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Showing 2022 · math.STShow all

2 papers · 2 filters

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 $π \propto exp (- V)$ on $R^{d}$ , where $V$ is possibly non-convex but $L$ -gradient Lipschitz, we prove that averaged Langevin Monte Ca…

math.ST2022

Heavy-tailed Sampling via Transformed Unadjusted Langevin Algorithm

Ye He, Krishnakumar Balasubramanian, Murat A. Erdogdu

We analyze the oracle complexity of sampling from polynomially decaying heavy-tailed target densities based on running the Unadjusted Langevin Algorithm on certain transformed vers…