no code implementations • 7 Jul 2021 • Irene Li, Jessica Pan, Jeremy Goldwasser, Neha Verma, Wai Pan Wong, Muhammed Yavuz Nuzumlali, Benjamin Rosand, Yixin Li, Matthew Zhang, David Chang, R. Andrew Taylor, Harlan M. Krumholz, Dragomir Radev
Electronic health records (EHRs), digital collections of patient healthcare events and observations, are ubiquitous in medicine and critical to healthcare delivery, operations, and research.
no code implementations • 23 Dec 2021 • Sinho Chewi, Murat A. Erdogdu, Mufan Bill Li, Ruoqi Shen, Matthew Zhang
Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution $\pi$ under the sole assumption that $\pi$ satisfies a Poincar\'e inequality.
no code implementations • 10 Feb 2022 • Krishnakumar Balasubramanian, Sinho Chewi, Murat A. Erdogdu, Adil Salim, Matthew Zhang
For the task of sampling from a density $\pi \propto \exp(-V)$ on $\mathbb{R}^d$, where $V$ is possibly non-convex but $L$-gradient Lipschitz, we prove that averaged Langevin Monte Carlo outputs a sample with $\varepsilon$-relative Fisher information after $O( L^2 d^2/\varepsilon^2)$ iterations.
no code implementations • 16 Feb 2023 • Matthew Zhang, Sinho Chewi, Mufan Bill Li, Krishnakumar Balasubramanian, Murat A. Erdogdu
As a byproduct, we also obtain the first KL divergence guarantees for ULMC without Hessian smoothness under strong log-concavity, which is based on a new result on the log-Sobolev constant along the underdamped Langevin diffusion.