Fetching the paper…
Reading the bibliography…
We study the mixing time of the Metropolis-adjusted Langevin algorithm (MALA) for sampling from a log-smooth and strongly log-concave distribution.
Equation of state calculations by fast computing machines
N. Metropolis, A. W. Rosenbluth, M. N. Rosenbluth, A. H. Teller, and E. Teller · 1953
Earlier work this paper cites.
Monte carlo sampling methods using markov chains and their applications
W. K. Hastings · 1970
Earlier work this paper cites.
Correlation functions and computer simulations
G. Parisi · 1981
Earlier work this paper cites.
Problem complexity and method efficiency in optimization
A. S. Nemirovskij and D. B. Yudin · 1983
Earlier work this paper cites.
Approximate counting, uniform generation and rapidly mixing Markov chains
A. Sinclair and M. Jerrum · 1989
Earlier work this paper cites.
Random walks in a convex body and an improved volume algorithm
L. Lovász and M. Simonovits · 1993
Earlier work this paper cites.
Comments on “Representations of knowledge in complex systems” by U. Grenander and MI Miller
J. Besag · 1994
Earlier work this paper cites.
Representations of knowledge in complex systems
U. Grenander and M. I. Miller · 1994
Earlier work this paper cites.
Ultracontractivity and nash type inequalities
T. Coulhon · 1996
Earlier work this paper cites.
Logarithmic Sobolev inequalities for finite Markov chains
P. Diaconis and L. Saloff-Coste · 1996
Earlier work this paper cites.
Rates of convergence of the Hastings and Metropolis algorithms
K. L. Mengersen, R. L. Tweedie, et al · 1996
Earlier work this paper cites.
On-diagonal lower bounds for heat kernels and markov chains
T. Coulhon and A. Grigor’yan · 1997
Earlier work this paper cites.
Optimal scaling of discrete approximations to Langevin diffusions
G. O. Roberts and J. S. Rosenthal · 1998
Earlier work this paper cites.
Adaptive estimation of a quadratic functional by model selection
B. Laurent and P. Massart · 2000
Earlier work this paper cites.
A geometric approach to on-diagonal heat kernel lower bounds on groups
T. Coulhon, A. Grigor’yan, and C. Pittet · 2001
Earlier work this paper cites.
The concentration of measure phenomenon , volume 89
M. Ledoux · 2001
Earlier work this paper cites.
Langevin diffusions and Metropolis-Hastings algorithms
G. O. Roberts and O. Stramer · 2002
Earlier work this paper cites.
An introduction to MCMC for machine learning
C. Andrieu, N. De Freitas, A. Doucet, and M. I. Jordan · 2003
Earlier work this paper cites.
Statistical physics expansion methods in combinatorics and computer science
C. Borgs · 2003
Cited alongside, same era.
Introductory lectures on convex optimization: A basic course , volume 87
Y. Nesterov · 2003
Cited alongside, same era.
JAGS: A program for analysis of Bayesian graphical models using Gibbs sampling
M. Plummer et al · 2003
Cited alongside, same era.
Mixing times of lozenge tiling and card shuffling Markov chains
D. B. Wilson · 2004
Cited alongside, same era.
Mixing time bounds via the spectral profile
S. Goel, R. Montenegro, P. Tetali, et al · 2006
Cited alongside, same era.
Eigenvalues of non-reversible Markov chains: Their connection to mixing times, reversible Markov chains, and Cheeger inequalities
R. Montenegro · 2006
Cited alongside, same era.
Theoretical guarantees for approximate sampling from smooth and log-concave densities
A. S. Dalalyan · 2017
Later among the works it cites.
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
A. Durmus and E. Moulines · 2017
Later among the works it cites.
Markov chains and mixing times , volume 107
D. A. Levin and Y. Peres · 2017
Later among the works it cites.
Convergence of Langevin MCMC in KL-divergence
X. Cheng and P. Bartlett · 2018
Later among the works it cites.
High-dimensional Bayesian inference via the unadjusted Langevin algorithm
A. Durmus and E. Moulines · 2019
Later among the works it cites.
Log-concave sampling: Metropolis-hastings algorithms are fast
R. Dwivedi, Y. Chen, M. J. Wainwright, and B. Yu · 2019
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Mathematical aspects of mixing times in Markov chains
R. R. Montenegro and P. Tetali · 2006
Cited alongside, same era.
Sufficient conditions for torpid mixing of parallel and simulated tempering
D. Woodard, S. Schmidler, and M. Huber · 2009
Cited alongside, same era.
Statistics for high-dimensional data: methods, theory and applications
P. Bühlmann and S. Van De Geer · 2011
Cited alongside, same era.
Improved asymptotic formulas for the Gamma function
C. Mortici · 2011
Cited alongside, same era.
MCMC using Hamiltonian dynamics
R. M. Neal et al · 2011
Cited alongside, same era.
Lower bounds on the convergence rates of adaptive MCMC methods, 2011
S. Schmidler and D. B. Woodard · 2011
Cited alongside, same era.
Couplings and quantitative contraction rates for Langevin dynamics
A. Eberle, A. Guillin, and R. Zimmer · 2019
Later among the works it cites.
Nonconvex sampling with the Metropolis-Adjusted Langevin Algorithm
O. Mangoubi and N. K. Vishnoi · 2019
Later among the works it cites.
High-dimensional statistics: A non-asymptotic viewpoint , volume 48
M. J. Wainwright · 2019
Later among the works it cites.
Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients
Y. Chen, R. Dwivedi, M. J. Wainwright, and B. Yu · 2020
Later among the works it cites.
On sampling from a log-concave density using kinetic Langevin diffusions
A. S. Dalalyan and L. Riou-Durand · 2020
Later among the works it cites.
Logsmooth gradient concentration and tighter runtimes for Metropolized Hamiltonian Monte Carlo
Y. T. Lee, R. Shen, and K. Tian · 2020
Later among the works it cites.
Hessian-free high-resolution Nesterov acceleration for sampling
R. Li, H. Zha, and M. Tao · 2020
Later among the works it cites.
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm
S. Chewi, C. Lu, K. Ahn, X. Cheng, T. Le Gouic, and P. Rigollet · 2021
Closest in time.
Convergence of Langevin Monte Carlo in Chi-Squared and Renyi divergence, 2021
M. A. Erdogdu, R. Hosseinzadeh, and M. S. Zhang · 2021
Closest in time.
Is there an analog of Nesterov acceleration for gradient-based MCMC?
Y.-A. Ma, N. S. Chatterji, X. Cheng, N. Flammarion, P. L. Bartlett, and M. I. Jordan · 2021
Closest in time.
High-order Langevin diffusion yields an accelerated MCMC algorithm
W. Mou, Y.-A. Ma, M. J. Wainwright, P. L. Bartlett, and M. I. Jordan · 2021
Closest in time.