Authors

Yingli Wang

Publications 2

Preprint Open access

Accelerating Non-Smooth and Heavy-Tailed Sampling

Anchored Langevin dynamics (ALD) is useful for non-smooth sampling where the density of the target distribution is possibly non-differentiable and heavy-tailed; reflected anchored Langevin dynamics (RALD) can sample possibly non-differentiable target density on a constrained domain. In this paper, we propose and study …

Preprint Open access

Reflected Anchored Langevin Algorithms

First order Langevin algorithms for constrained sampling in machine learning, such as projected Langevin Monte Carlo which are based on discretizations of reflected Langevin dynamics, require differentiable log densities that limits their applicability. This paper introduces reflected anchored Langevin dynamics (RALD), …

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