arXiv Machine Learning By Yiwei Zhou, Ziheng Chen

Deterministic Envelopes for Tamed SGLD: Decoupling Stochastic-Gradient Noise and Localizing Taming

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arXiv:2606. 05242v1 Announce Type: cross Abstract: Stochastic-gradient Langevin algorithms often use tamed denominators to stabilize non-globally Lipschitz drifts.

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arXiv Machine Learning
Sep 23

Penalized Nonreversible Langevin for Constrained Sampling

The paper introduces penalized nonreversible Langevin algorithms for sampling from a target distribution constrained to a compact convex set. It combines a squared distance penalty with skew-symmetric perturbations that preserve the penalized Gibbs distribution, and provides nonasymptotic total variation and Wasserstein bounds under various smoothness and contraction assumptions. Numerical experiments demonstrate the methods on constrained Bayesian regression, classification, neural networks, and truncated sampling, highlighting acceleration in a stochastic quadratic model.

By Pervez Ali, Weihao Dong, Xiaoyu Wang