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

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Verbunddaten SWB
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Internet