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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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220440659879 · Jun 202019922001200920172026
48 results for Langevin algorithm

Langevin algorithms improve training of very deep neural networks, especially for image classification.

problem Training very deep neural networks is challenging due to increased non-linearity and the risk of getting stuck in local minima.
method Comparison of Langevin and non-Langevin algorithms for training deep neural networks, introduction of Layer Langevin algorithm.
result Langevin algorithms, especially Layer Langevin, lead to significant improvements in training deep neural networks, particularly for image classification tasks.

New Langevin Monte Carlo algorithms for sampling from nonsmooth distributions.

problem Sampling from distributions with nonsmooth convex composite potentials.
method Leveraging Bregman--Moreau envelopes and proximal operators in mirror descent.
result Efficiency in sampling from nonsmooth distributions, extending existing methods.

Paper analyzes and accelerates Langevin Monte Carlo methods using large deviations theory.

problem High-dimensional sampling problems in machine learning.
method Unified approach using large deviations theory to study and accelerate Langevin dynamics variants.
result Efficiency of Langevin dynamics variants demonstrated through numerical experiments.

New Langevin algorithms improve sampling efficiency in high dimensions.

problem Sampling from log-concave and smooth distributions in high dimensions.
method Combining splitting and accurate integration methods for PP-th order Langevin dynamics.
result LMC algorithms converge faster with better dimension dependence as PP increases.

Unified approach for sampling non-differentiable and heavy-tailed targets.

problem Sampling non-differentiable and heavy-tailed distributions using Langevin algorithms.
method Anchored Langevin dynamics, which modifies the Langevin diffusion with a smooth reference potential and multiplicative scaling.
result Non-asymptotic guarantees in the 2-Wasserstein distance to the target distribution.

The Langevin Algorithm's stationary distribution is shown to be sub-exponential or sub-Gaussian under certain conditions.

problem Understanding the properties of the Langevin Algorithm's stationary distribution.
method Analysis using a rotation-invariant moment generating function (Bessel function) to study the stationary dynamics of the Langevin Algorithm.
result Concentration results for the Langevin Algorithm's stationary distribution πηπ_η are established, showing it is sub-exponential or sub-Gaussian under convex or strongly convex potential conditions.

Paper analyzes and compares ELF algorithms for federated learning.

problem Improving efficiency and privacy in federated learning.
method Proposes P-ELF, D-ELF, and B-ELF algorithms with primal, dual, and bidirectional compression.
result Provides non-asymptotic convergence guarantees under Log-Sobolev inequality.

Improved Langevin algorithms with prior diffusion achieve dimension-independent convergence for non-log-concave distributions.

problem Understanding the dimension dependency of computational complexity in high-dimensional sampling.
method Investigation of prior diffusion technique for log-Sobolev inequality target distributions.
result Modified Langevin algorithm achieves dimension-independent KL divergence convergence.

Paper proposes Langevin dynamics for adaptive IRL of stochastic gradient algorithms.

problem Estimating reward functions from noisy gradient estimates of stochastic gradient agents.
method Generalized Langevin dynamics algorithm for IRL.
result Proposed algorithms asymptotically generate samples proportional to exp(R(θ)).

Langevin algorithms enhance training of deep neural networks for stochastic control problems.

problem Training acceleration for deep neural networks in stochastic control problems.
method Application of Langevin algorithms to minimize the loss of deep neural networks in stochastic control problems.
result Langevin algorithms improve training on various stochastic control problems.

This paper resolves the Langevin Algorithm's mixing time for log-concave distributions.

problem Resolving the mixing time of the Langevin Algorithm for log-concave sampling.
method Introducing Privacy Amplification by Iteration to analyze Rényi divergence and Optimal Transport smoothing.
result Optimal mixing bounds for the Langevin Algorithm in log-concave sampling settings.

Paper proposes new Langevin samplers for sampling from log-concave distributions with superlinear gradient growth.

problem Sampling from log-concave distributions with superlinear gradient growth.
method Proposes two novel discretizations of kinetic Langevin SDEs, showing contractivity and log-Sobolev inequality.
result Establishes non-asymptotic bounds in 2-Wasserstein distance between sampled distributions and target measures.

Novel geometry-informed irreversible perturbation accelerates Langevin dynamics convergence.

problem Accelerating convergence of Langevin dynamics for Bayesian computation.
method Geometry-informed irreversible perturbation of Riemannian manifold Langevin dynamics.
result Improves estimation performance over irreversible perturbations that ignore geometry.

New methods use transport maps to improve Langevin dynamics for sampling.

problem Sampling high-dimensional, non-Gaussian distributions efficiently.
method Apply transport maps to accelerate Langevin dynamics convergence.
result Discretized processes converge to target distribution with non-asymptotic bounds.

Study on Langevin dynamics convergence rates and their application to GAN training.

problem Understanding the long-term behavior of Langevin dynamics equations.
method Analytical and numerical methods to study convergence rates of underdamped mean-field Langevin dynamics.
result Exponential convergence rate results for the Langevin dynamics under various conditions.

Algorithms that tackle deep exploration -- an important challenge in reinforcement learning -- have relied on epistemic uncertainty representation through ensembles or other hypermodels, exploration bonuses, or visitation count distributions. An open question is whether deep exploration can be achieved by an incrementa…

2020-02-17abs ↗pdf ↗

New method controls bias in unadjusted Hamiltonian Monte Carlo and underdamped Langevin.

problem Bias in unadjusted Hamiltonian Monte Carlo and underdamped Langevin samplers.
method Delocalization of bias technique applied to these samplers.
result Control W2W_2 bias with O(K)O(\sqrt{K}) integration steps for high-dimensional distributions.

We formulate gradient-based Markov chain Monte Carlo (MCMC) sampling as optimization on the space of probability measures, with Kullback-Leibler (KL) divergence as the objective functional. We show that an underdamped form of the Langevin algorithm performs accelerated gradient descent in this metric. To characterize t…

2019-02-04abs ↗pdf ↗

Improved error estimate for SGLD sampling algorithm.

problem Establishing a precise error bound for SGLD.
method Sharp uniform-in-time error estimate for SGLD under mild assumptions.
result Uniform-in-time O(η2)O(η^2) bound for KL-divergence between SGLD and Langevin diffusion.

The Riemannian Langevin Algorithm samples from manifolds efficiently.

problem Sampling from distributions on manifolds with log-Sobolev inequality.
method Riemannian Langevin Algorithm, log-Sobolev inequality, self-concordance extension, stochastic smoothness bounding.
result The Riemannian Langevin Algorithm converges rapidly to the target density.

Study on convergence of Langevin dynamics for zero-sum games in probability distributions.

problem Analyzing convergence of Langevin dynamics for zero-sum games in probability distributions.
method Proved exponential and biased convergence guarantees for mean-field and finite-particle min-max Langevin dynamics.
result Explicit iteration complexity for finite-particle algorithms to approximate equilibrium distributions.

Paper improves convergence rate of Langevin Dynamics algorithms.

problem Sampling problems and non-convex optimization in machine learning.
method Stochastic Variance Reduced Gradient Langevin Dynamics and Stochastic Recursive Gradient Langevin Dynamics with improved convergence rates.
result Proves convergence to objective distribution under weaker conditions.

In this paper, we provide new insights on the Unadjusted Langevin Algorithm. We show that this method can be formulated as a first order optimization algorithm of an objective functional defined on the Wasserstein space of order 22. Using this interpretation and techniques borrowed from convex optimization, we give a …

2018-02-26abs ↗pdf ↗

MAFLA improves sampling from heavy-tailed distributions using MH-inspired corrections.

problem Sampling from heavy-tailed and multimodal distributions when neither target nor proposal densities can be evaluated.
method Metropolis-Adjusted Fractional Langevin Algorithm (MAFLA) with Score Balance Matching.
result MAFLA significantly improves finite-time sampling accuracy over unadjusted fractional Langevin dynamics.

The paper analyzes convergence rates of Langevin dynamics and Proximal Sampler using ΦΦ-divergence.

problem Analyzing convergence rates of Langevin dynamics and Proximal Sampler.
method Extending mixing time analyses to ΦΦ-divergence, using strong data processing inequalities.
result Convergence of ΦΦ-divergence to 0 exponentially fast along Unadjusted Langevin Algorithm and Proximal Sampler.

Paper analyzes Gibbs and Langevin Monte Carlo for interpolation regime, showing generalization from low errors.

problem Analyzing Gibbs and Langevin Monte Carlo in overparameterized interpolation regime.
method Data-dependent bounds and stability under approximation with Langevin Monte Carlo.
result Generalization is signaled by small training errors in noisy regime, with bounds stable under approximation.

New algorithm for solving minimax problems over distributions converges to Nash equilibrium.

problem Solving minimax problems over probability distributions.
method Symmetric Mean-field Langevin Dynamics (MFL-AG and MFL-ABR) with weighted averaging and best response dynamics.
result Converges to mixed Nash equilibrium with average-iterate and last-iterate convergence.