The Mirror Langevin Algorithm Converges with Vanishing Bias

Published on ● Video Link: https://www.youtube.com/watch?v=B-6aILcNVt8



Duration: 44:41
1,058 views
18


Andre Wibisono (Yale)
https://simons.berkeley.edu/talks/mean-square-analysis-mirror-langevin-algorithm
Sampling Algorithms and Geometries on Probability Distributions




Other Videos By Simons Institute for the Theory of Computing


2021-09-29Current and Future Applications of Sampling Algorithms in Modelling Biochemical Networks
2021-09-29Random Coordinate Descent and Langevin Monte Carlo
2021-09-29Algorithms for Sampling Convex Bodies
2021-09-29Structured Logconcave Sampling with a Restricted Gaussian Oracle
2021-09-29Primal--Dual Optimization and Application to Sampling
2021-09-29Non-Equilibrium Sampling
2021-09-28On Langevin Monte Carlo for Log-Concave Densities
2021-09-28Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions
2021-09-28Improved Dimension Dependence for the Metropolis-Adjusted Langevin...
2021-09-28Faster Polytope Rounding, Sampling, and Volume Computation via a Sub-Linear Ball Walk
2021-09-28The Mirror Langevin Algorithm Converges with Vanishing Bias
2021-09-27How Many Clusters - An Algorithmic Answer
2021-09-22Panel on Lattice Algorithms and Cryptography
2021-09-22An Efficient Quantum Algorithm for Lattice Problems Achieving Subexponential Approximation Factor
2021-09-21On Some Optimization Problems Involving a Large Number of Matrices
2021-09-18Computational Barriers For Learning Some Generalized Linear Models
2021-09-18Towards Lower Bounds for Efficient Robust Estimation From Worst Case Assumptions
2021-09-18SQ Lower Bounds for Learning Halfspaces with Massart Noise
2021-09-17Non-Gaussian Component Analysis: Statistical Query Hardness and its Applications
2021-09-17The Estimation Error of General First Order Methods
2021-09-17Differential Privacy And The Complexity Of Simple Queries



Tags:
Simons Institute
theoretical computer science
UC Berkeley
Computer Science
Theory of Computation
Theory of Computing
Sampling Algorithms and Geometries on Probability Distributions
Andre Wibisono