惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
爱范儿
爱范儿
WordPress大学
WordPress大学
博客园 - 三生石上(FineUI控件)
J
Java Code Geeks
Vercel News
Vercel News
aimingoo的专栏
aimingoo的专栏
T
Tailwind CSS Blog
罗磊的独立博客
B
Blog
博客园_首页
A
About on SuperTechFans
有赞技术团队
有赞技术团队
V
V2EX
U
Unit 42
I
InfoQ
IT之家
IT之家
博客园 - 司徒正美
阮一峰的网络日志
阮一峰的网络日志
博客园 - 叶小钗
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
Stack Overflow Blog
Stack Overflow Blog
The Cloudflare Blog
H
Help Net Security

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Fast Convergence of $Φ$-Divergence Along the Unadjusted L...
Siddharth Mitra, Andre Wibisono · 2024-10-15 · via math.ST updates on arXiv.org

We study the mixing time of two popular discrete-time Markov chains in continuous space, the Unadjusted Langevin Algorithm and the Proximal Sampler, which are discretizations of the Langevin dynamics. We extend mixing time analyses for these Markov chains to hold in $Φ$-divergence. We show that any $Φ$-divergence arising from a twice-differentiable strictly convex function $Φ$ converges to $0$ exponentially fast along these Markov chains, under the assumption that their stationary distributions satisfy the corresponding $Φ$-Sobolev inequality, which holds for example when the target distribution of the Langevin dynamics is strongly log-concave. Our setting includes as special cases popular mixing time regimes, namely the mixing in chi-squared divergence under a Poincaré inequality, and the mixing in relative entropy under a log-Sobolev inequality. Our results follow by viewing the sampling algorithms as noisy channels and bounding the contraction coefficients arising in the appropriate strong data processing inequalities.