arXiv Machine Learning By Jianfeng Lu, Yinchen Luo

Windowed thinning and query complexity for the bouncy particle and Zigzag samplers

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arXiv:2607. 28413v1 Announce Type: cross Abstract: Let $\mu(d x)\propto e^{-U(x)} d x$ on $\R^d$, where $U$ is $m$-strongly convex and $L$-smooth, and denote by $\kappa=L/m$ the condition number.

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A Temporal Spatial Minimax Rate for Smoothly-Varying Distributions in Wasserstein Space

arXiv:2606. 07325v1 Announce Type: cross Abstract: We study the minimax rate of estimating a future value $\mu_{t_n+h}$ of a curve $t\mapsto\mu_t$ in the $2$-Wasserstein space $\mathcal{P}_2(\mathbb{R}^d)$ from finitely many noisy snapshots of its past, under an adiabatic bound $\|\nabla_t^k v\|\le\varepsilon$ on the $k$-th covariant derivative of the velocity field.

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Accelerated Mixing Time of Randomized Hamiltonian Monte Carlo

We show the Randomized Hamiltonian Monte Carlo (RHMC) algorithm has accelerated mixing time guarantees for sampling from log-concave probability distributions. RHMC proceeds by repeatedly simulating the continuous-time Hamiltonian dynamics for some random integration times, and resetting the velocity to be an independent Gaussian random variable between each simulation.