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title abstract layout series publisher issn id month tex_title firstpage lastpage page order cycles bibtex_author author date address container-title volume genre issued pdf extras
Improved analysis for a proximal algorithm for sampling
We study the proximal sampler of Lee, Shen, and Tian (2021) and obtain new convergence guarantees under weaker assumptions than strong log-concavity: namely, our results hold for (1) weakly log-concave targets, and (2) targets satisfying isoperimetric assumptions which allow for non-log-concavity. We demonstrate our results by obtaining new state-of-the-art sampling guarantees for several classes of target distributions. We also strengthen the connection between the proximal sampler and the proximal method in optimization by interpreting the former as an entropically regularized Wasserstein gradient flow and the latter as the limit of one.
inproceedings
Proceedings of Machine Learning Research
PMLR
2640-3498
chen22c
0
Improved analysis for a proximal algorithm for sampling
2984
3014
2984-3014
2984
false
Chen, Yongxin and Chewi, Sinho and Salim, Adil and Wibisono, Andre
given family
Yongxin
Chen
given family
Sinho
Chewi
given family
Adil
Salim
given family
Andre
Wibisono
2022-06-28
Proceedings of Thirty Fifth Conference on Learning Theory
178
inproceedings
date-parts
2022
6
28