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Concentration of the Langevin Algorithm's Stationary Distribution

Concentration of the Langevin Algorithm's Stationary Distribution

Jason M. Altschuler
Kunal Talwar
ArXiv (abs)PDFHTML

Papers citing "Concentration of the Langevin Algorithm's Stationary Distribution"

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Title
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling
Resolving the Mixing Time of the Langevin Algorithm to its Stationary Distribution for Log-Concave Sampling
Jason M. Altschuler
Kunal Talwar
103
25
0
16 Oct 2022