相关论文: On theoretical guarantees and a blessing of dimens…
Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…
We study the problem of sampling from a $d$-dimensional distribution with density $p(x)\propto e^{-f(x)}$, which does not necessarily satisfy good isoperimetric conditions. Specifically, we show that for any $L,M$ satisfying $LM\ge d\ge 5$,…
The problem of efficiently generating random samples from high-dimensional and non-log-concave posterior measures arising from nonlinear regression problems is considered. Extending investigations from arXiv:2009.05298, local and global…
Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…
Suppose we choose $N$ points uniformly randomly from a convex body in $d$ dimensions. How large must $N$ be, asymptotically with respect to $d$, so that the convex hull of the points is nearly as large as the convex body itself? It was…
In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…
Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…
We study the problem of sampling from a distribution $\mu$ with density $\propto e^{-V}$ for some potential function $V:\mathbb R^d\to \mathbb R$ with query access to $V$ and $\nabla V$. We start with the following standard assumptions: (1)…
In this paper, we study the problem of sampling from a given probability density function that is known to be smooth and strongly log-concave. We analyze several methods of approximate sampling based on discretizations of the (highly…
Non-convex sampling is a key challenge in machine learning, central to non-convex optimization in deep learning as well as to approximate probabilistic inference. Despite its significance, theoretically there remain many important…
We show that high-accuracy guarantees for log-concave sampling -- that is, iteration and query complexities which scale as $\mathrm{poly}\log(1/\delta)$, where $\delta$ is the desired target accuracy -- are achievable using stochastic…
Logconcave functions represent the current frontier of efficient algorithms for sampling, optimization and integration in R^n. Efficient sampling algorithms to sample according to a probability density (to which the other two problems can…
We show that computing even very coarse approximations of critical points is intractable for simple classes of nonconvex functions. More concretely, we prove that if there exists a polynomial-time algorithm that takes as input a polynomial…
We study the problem of sampling from a distribution $p^*(x) \propto \exp\left(-U(x)\right)$, where the function $U$ is $L$-smooth everywhere and $m$-strongly convex outside a ball of radius $R$, but potentially nonconvex inside this ball.…
In large-data applications, such as the inference process of diffusion models, it is desirable to design sampling algorithms with a high degree of parallelization. In this work, we study the adaptive complexity of sampling, which is the…
Log-concave sampling has witnessed remarkable algorithmic advances in recent years, but the corresponding problem of proving lower bounds for this task has remained elusive, with lower bounds previously known only in dimension one. In this…
We consider the task of certifying that a random $d$-dimensional subspace $X$ in $\mathbb{R}^n$ is well-spread - every vector $x \in X$ satisfies $c\sqrt{n} \|x\|_2 \leq \|x\|_1 \leq \sqrt{n}\|x\|_2$. In a seminal work, Barak et. al. showed…
In the problem of high-dimensional convexity testing, there is an unknown set $S \subseteq \mathbb{R}^n$ which is promised to be either convex or $\varepsilon$-far from every convex body with respect to the standard multivariate normal…
We consider the problem of sampling from the posterior distribution of a $d$-dimensional coefficient vector $\boldsymbol{\theta}$, given linear observations $\boldsymbol{y} = \boldsymbol{X}\boldsymbol{\theta}+\boldsymbol{\varepsilon}$. In…
We consider the problem of approximating an unknown function from point evaluations. This problem is a crucial subproblem in many modern (nonlinear) approximation schemes. When obtaining these point evaluations is costly, minimising the…