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stat.CO2021
Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials
Dao Nguyen
Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, it seems to be a considerable restriction when the potentials are often r…
stat.CO2021★ 1 cited
Unadjusted Langevin algorithm for non-convex weakly smooth potentials
Dao Nguyen, Xin Dang, Yixin Chen
Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, the canonical Euler Maruyama discretization of the Langevin diffusion pro…