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02/16/2023
Improved Discretization Analysis for Underdamped Langevin Monte Carlo
Underdamped Langevin Monte Carlo (ULMC) is an algorithm used to sample f...
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02/10/2022
Towards a Theory of Non-Log-Concave Sampling: First-Order Stationarity Guarantees for Langevin Monte Carlo
For the task of sampling from a density π∝exp(-V) on ℝ^d, where V is pos...
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12/23/2021
Analysis of Langevin Monte Carlo from Poincaré to Log-Sobolev
Classically, the continuous-time Langevin diffusion converges exponentia...
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07/07/2021
