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most citedTensorFlow: Large-Scale Machine Learning on Heterogeneous Distributed Systems

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stat.ML2022

Concentration of the Langevin Algorithm's Stationary Distribution

Jason M. Altschuler, Kunal Talwar

A canonical algorithm for log-concave sampling is the Langevin Algorithm, aka the Langevin Diffusion run with some discretization stepsize . This discretization leads the Lan…