Fetching the paper…
Reading the bibliography…
An Euler discretization of the Langevin diffusion is known to converge to the global minimizers of certain convex and non-convex optimization problems.
Recursive stochastic algorithms for global optimization in r
S. B. Gelfand and S. K. Mitter · 1991
Earlier work this paper cites.
Quadratic forms in random variables: Theory and applications
A. Mathai and S. Provost · 1992
Earlier work this paper cites.
Second order PDE’s in finite and infinite dimension: a probabilistic approach , volume 1762
S. Cerrai · 2001
Earlier work this paper cites.
On the Poisson equation and diffusion approximation. i
E. Pardoux and A. Veretennikov · 2001
Earlier work this paper cites.
Ergodicity for sdes and approximations: locally lipschitz vector fields and degenerate noise
J. C. Mattingly, A. M. Stuart, and D. J. Higham · 2002
Earlier work this paper cites.
Multiple View Geometry in Computer Vision
R. Hartley and A. Zisserman · 2004
Earlier work this paper cites.
Convexity, classification, and risk bounds
P. L. Bartlett, M. I. Jordan, and J. McAuliffe · 2006
Earlier work this paper cites.
Convergence of numerical time-averaging and stationary measures via poisson equations
J. C. Mattingly, A. M. Stuart, and M. V. Tretyakov · 2010
Earlier work this paper cites.
Stochastic stability of differential equations , volume 66
R. Khasminskii · 2011
Earlier work this paper cites.
Bayesian learning via stochastic gradient langevin dynamics
M. Welling and Y. W. Teh · 2011
Cited alongside, same era.
Sparse regression learning by aggregation and langevin monte-carlo
A. S. Dalalyan and A. Tsybakov · 2012
Cited alongside, same era.
Inequalities for gamma function ratios
G. J. O. Jameson · 2013
Cited alongside, same era.
Semi log-concave Markov diffusions
P. Cattiaux and A. Guillin · 2014
Cited alongside, same era.
Table of integrals, series, and products
I. S. Gradshteyn and I. M. Ryzhik · 2014
Cited alongside, same era.
On the convergence of stochastic gradient mcmc algorithms with high-order integrators
C. Chen, N. Ding, and L. Carin · 2015
Cited alongside, same era.
Exploration of the (non-) asymptotic bias and variance of stochastic gradient langevin dynamics
S. J. Vollmer, K. C. Zygalakis, and Y. W. Teh · 2016
Later among the works it cites.
Exponential Contraction in Wasserstein Distances for Diffusion Semigroups with Negative Curvature
F. Wang · 2016
Later among the works it cites.
Nonasymptotic convergence analysis for the unadjusted langevin algorithm
A. Durmus, E. Moulines, et al · 2017
Later among the works it cites.
Non-convex learning via stochastic gradient langevin dynamics: a nonasymptotic analysis
M. Raginsky, A. Rakhlin, and M. Telgarsky · 2017
Later among the works it cites.
Sharp convergence rates for langevin dynamics in the nonconvex setting
X. Cheng, N. S. Chatterji, Y. Abbasi-Yadkori, P. L. Bartlett, and M. I. Jordan · 2018
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Y.-A. Ma, T. Chen, and E. Fox · 2015
Cited alongside, same era.
Reflection couplings and contraction rates for diffusions
A. Eberle · 2016
Cited alongside, same era.
Measuring sample quality with diffusions
J. Gorham, A. B. Duncan, S. J. Vollmer, and L. Mackey · 2016
Cited alongside, same era.
A. S. Dalalyan
Cited in the paper.
Theoretical guarantees for approximate sampling from smooth and log-concave densities
A. S. Dalalyan
Cited in the paper.
Closest in time.
Log-concave sampling: Metropolis-hastings algorithms are fast!
R. Dwivedi, Y. Chen, M. J. Wainwright, and B. Yu · 2018
Closest in time.
X. Gao, M. Gürbüzbalaban, and L. Zhu · 2018
Closest in time.
Global convergence of langevin dynamics based algorithms for nonconvex optimization
P. Xu, J. Chen, D. Zou, and Q. Gu · 2018
Closest in time.
Multivariate Stein Factors from Wasserstein Decay
M. A. Erdogdu, L. Mackey, and O. Shamir · 2020
Closest in time.