arXiv:2608. 13467v1 Announce Type: new Abstract: We study the Moreau--Yosida unadjusted Langevin algorithm (MYULA) for the nonsmooth composite target \[ \pi(dx)\propto \exp\{-f(x)-g(x)\}\,dx, \qquad x\in\mathbb R^d, \] where \(f\) is \(m\)-strongly convex with \(L_f\)-Lipschitz gradient and \(g\) is convex and \(G\)-Lipschitz.
By Yuchen Xin, Zhihua Zhang
arXiv:2610.27022v1 Announce Type: cross
Abstract: We study Gaussian kernel approximation and regularized logistic classification on a connected compact smooth embedded manifold $X\subset\mathbb R^d$...
By Guanhang Lei, Lei Shi, Xiaoming Yuan
arXiv:2609. 12594v1 Announce Type: new Abstract: We study the classical Moreau--Yosida unadjusted Langevin algorithm (MYULA) for $\pi(\,\mathrm{d} x)\propto e^{-f(x)-g(x)}\,\mathrm{d} x$, where $f\in C^2(\mathbb{R}^d)$ is $m$-strongly convex with $L_f$-Lipschitz gradient and $g:\mathbb{R}^d\to\mathbb{R}$ is convex and globally $G$-Lipschitz.
By Yuchen Xin, Zhihua Zhang
arXiv:2512. 24152v2 Announce Type: replace-cross Abstract: Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities.
By M. J. Wainwright
arXiv:2609. 04578v1 Announce Type: cross Abstract: We study stochastic gradient descent with random reshuffling for finite sums \[ F(x)=\frac1n\sum_{i=1}^n f_i(x).
By Jiaxiang Li
arXiv:2609.06906v1 Announce Type: cross
Abstract: We develop a new low-accuracy sampler, called \emph{smoothed Picard Hamiltonian Monte Carlo}, which combines Gaussian smoothing, Picard iteration, an...
By Fan Chen, Sinho Chewi, Jianfeng Lu, Matthew S Zhang