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most citedFast Mean Estimation with Sub-Gaussian Rates

25 citations · 66 across the 4 of their papers we have counts for

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math.PR2019

Improved Bounds for Discretization of Langevin Diffusions: Near-Optimal Rates without Convexity

Wenlong Mou, Nicolas Flammarion, Martin J. Wainwright +1

We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence…