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arXiv research

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.

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2 results for “PSGLA”

From stability of Langevin diffusion to convergence of proximal MCMC for non-log-concave samplingstat.ML

Proves convergence of PSGLA for sampling non-convex potentials.

problem Sampling from non-convex potentials with stability.

method Combines ULA and proximal optimization with stability analysis.

result First proof of convergence for PSGLA on non-convex potentials.

sampling non-convex potentials PSGLA stability convergence

2025-05-20abs ↗pdf ↗

Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithmstat.ML

Paper analyzes complexity of PSGLA for sampling log-concave distributions.

problem Sampling from log-concave distributions with composite potentials.

method Uses primal-dual interpretation and duality gap to analyze PSGLA complexity.

result Complexity of PSGLA is

O(1/\varepsilon^2)

for strongly convex potentials.

sampling log-concave distributions PSGLA duality gap complexity analysis

2020-06-16abs ↗pdf ↗