no code implementations • 21 May 2024 • Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki
We study convergence rates of Hamiltonian Monte Carlo (HMC) algorithms with leapfrog integration under mild conditions on stochastic gradient oracle for the target distribution (SGHMC).
no code implementations • 20 Oct 2022 • Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki, Edith Zhang
We present a framework to analyze MFVI algorithms, which is inspired by a similar development for general variational Bayesian formulations.
no code implementations • 31 Jan 2022 • Murat Onen, Tayfun Gokmen, Teodor K. Todorov, Tomasz Nowicki, Jesus A. del Alamo, John Rozen, Wilfried Haensch, Seyoung Kim
Analog crossbar arrays comprising programmable nonvolatile resistors are under intense investigation for acceleration of deep neural network training.
no code implementations • 21 Oct 2021 • Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki
Existing rigorous convergence guarantees for the Hamiltonian Monte Carlo (HMC) algorithm use Gaussian auxiliary momentum variables, which are crucially symmetrically distributed.
no code implementations • 4 Feb 2021 • Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki
The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities.
no code implementations • 21 Jan 2021 • Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki
We establish $L_q$ convergence for Hamiltonian Monte Carlo algorithms.