相关论文: Fast Convergence of Langevin Dynamics on Manifold:…
The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…
We study the Riemannian Langevin Algorithm for the problem of sampling from a distribution with density $\nu$ with respect to the natural measure on a manifold with metric $g$. We assume that the target density satisfies a log-Sobolev…
Sampling from constrained statistical distributions is a fundamental task in various fields including Bayesian statistics, computational chemistry, and statistical physics. This article considers the cases where the constrained distribution…
We study the problem of learning multi-index models in high-dimensions using a two-layer neural network trained with the mean-field Langevin algorithm. Under mild distributional assumptions on the data, we characterize the effective…
Motivated by decentralized approaches to machine learning, we propose a collaborative Bayesian learning algorithm taking the form of decentralized Langevin dynamics in a non-convex setting. Our analysis show that the initial KL-divergence…
Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion…
Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to…
Understanding the dimension dependency of computational complexity in high-dimensional sampling problem is a fundamental problem, both from a practical and theoretical perspective. Compared with samplers with unbiased stationary…
We provide a new convergence analysis of stochastic gradient Langevin dynamics (SGLD) for sampling from a class of distributions that can be non-log-concave. At the core of our approach is a novel conductance analysis of SGLD using an…
This work explores a novel perspective on solving nonconvex and nonsmooth optimization problems by leveraging sampling based methods. Instead of treating the objective function purely through traditional (often deterministic) optimization…
The Langevin Markov chain algorithms are widely deployed methods to sample from distributions in challenging high-dimensional and non-convex statistics and machine learning applications. Despite this, current bounds for the Langevin…
Recently, the task of image generation has attracted much attention. In particular, the recent empirical successes of the Markov Chain Monte Carlo (MCMC) technique of Langevin Dynamics have prompted a number of theoretical advances; despite…
Langevin algorithms are gradient descent methods with additive noise. They have been used for decades in Markov chain Monte Carlo (MCMC) sampling, optimization, and learning. Their convergence properties for unconstrained non-convex…
We study the Unadjusted Langevin Algorithm (ULA) for sampling from a probability distribution $\nu = e^{-f}$ on $\mathbb{R}^n$. We prove a convergence guarantee in Kullback-Leibler (KL) divergence assuming $\nu$ satisfies a log-Sobolev…
The mean-field Langevin dynamics (MFLD) minimizes an entropy-regularized nonlinear convex functional on the Wasserstein space over $\mathbb{R}^d$, and has gained attention recently as a model for the gradient descent dynamics of interacting…
Given a convex function $f\colon\mathbb{R}^{d}\to\mathbb{R}$, the problem of sampling from a distribution $\propto e^{-f(x)}$ is called log-concave sampling. This task has wide applications in machine learning, physics, statistics, etc. In…
Federated learning uses a set of techniques to efficiently distribute the training of a machine learning algorithm across several devices, who own the training data. These techniques critically rely on reducing the communication cost -- the…
We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…
We propose a federated averaging Langevin algorithm (FA-LD) for uncertainty quantification and mean predictions with distributed clients. In particular, we generalize beyond normal posterior distributions and consider a general class of…
The technique of modifying the geometry of a problem from Euclidean to Hessian metric has proved to be quite effective in optimization, and has been the subject of study for sampling. The Mirror Langevin Diffusion (MLD) is a sampling…