Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent

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Authors and Corporations:

Dalalyan, Arnak S. (Author)

Type of Resource:

E-Book

Language:

English

published:

[Palaiseau] Centre de recherche en economie et statistique [2017]

Series:

Subjects:

Markov Chain Monte Carlo

Approximate sampling

Rates of convergence

Langevinalgorithm

Gradient descent

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Description
Item Description:	Falscher Titel auf der Titelseite: Optimal Kullback-Leibler aggregation in mixture estimation by maximum likelihood
Physical Description:	1 Online-Ressource (circa 13 Seiten); Illustrationen