25 citations · 80 across the 7 of their papers we have counts for
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math.ST2018★ 5 cited
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
M. Barkhagen, N. H. Chau, É. Moulines +3
We study the problem of sampling from a probability distribution on $\rset^d$ which has a density \wrt\ the Lebesgue measure known up to a normalization factor $x \mapsto \rme^…
math.ST2018★ 19 cited
Higher Order Langevin Monte Carlo Algorithm
Sotirios Sabanis, Ying Zhang
A new (unadjusted) Langevin Monte Carlo (LMC) algorithm with improved rates in total variation and in Wasserstein distance is presented. All these are obtained in the context of sa…