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05/23/2023
Towards Understanding the Dynamics of Gaussian-Stein Variational Gradient Descent
Stein Variational Gradient Descent (SVGD) is a nonparametric particle-ba...
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04/21/2022
Optimal Scaling for the Proximal Langevin Algorithm in High Dimensions
The Metropolis-adjusted Langevin (MALA) algorithm is a sampling algorith...
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10/23/2020
No Free Lunch for Approximate MCMC
It is widely known that the performance of Markov chain Monte Carlo (MCM...
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03/23/2020
Kac meets Johnson and Lindenstrauss: a memory-optimal, fast Johnson-Lindenstrauss transform
Based on the Kac random walk on the orthogonal group, we present a fast ...
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08/09/2018
Simple Conditions for Metastability of Continuous Markov Chains
A family {Q_β}_β≥ 0 of Markov chains is said to exhibit metastable mixin...
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08/09/2018
