# Estimating Multi-chirp Parameters using Curvature-guided Langevin Monte Carlo

arXiv: https://arxiv.org/abs/2501.18178 · HTML: https://mlsanity.com/paper/2501.18178/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 10 of its 37 references that are in the map.
- First posted on arXiv 30 Jan 2025.

## Builds on (most cited first, 10 of 10)

- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Optimization Methods for Large-Scale Machine Learning](https://mlsanity.com/paper/1606.04838/) (2016)
- [Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysis](https://mlsanity.com/paper/1702.03849/) (2017)
- [Global Convergence of Langevin Dynamics Based Algorithms for Nonconvex Optimization](https://mlsanity.com/paper/1707.06618/) (2017)
- [Sampling Can Be Faster Than Optimization](https://mlsanity.com/paper/1811.08413/) (2018)
- [Beyond Log-concavity: Provable Guarantees for Sampling Multi-modal Distributions using Simulated Tempering Langevin Monte Carlo](https://mlsanity.com/paper/1710.02736/) (2017)
- [Langevin Monte Carlo without smoothness](https://mlsanity.com/paper/1905.13285/) (2019)
- [A Survey of Monte Carlo Methods for Parameter Estimation](https://mlsanity.com/paper/2107.11820/) (2021)
- [Single Loop Gaussian Homotopy Method for Non-convex Optimization](https://mlsanity.com/paper/2203.05717/) (2022)
- [Hessian Estimation via Stein's Identity in Black-Box Problems](https://mlsanity.com/paper/2104.01317/) (2021)

## Abstract (arXiv)

This paper considers the problem of estimating chirp parameters from a noisy mixture of chirps. While a rich body of work exists in this area, challenges remain when extending these techniques to chirps of higher order polynomials. We formulate this as a non-convex optimization problem and propose a modified Langevin Monte Carlo (LMC) sampler that exploits the average curvature of the objective function to reliably find the minimizer. Results show that our Curvature-guided LMC (CG-LMC) algorithm is robust and succeeds even in low SNR regimes, making it viable for practical applications.
