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20052026
most citedOptimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity

25 citations · 114 across the 27 of their papers we have counts for

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math.NA2021

Multilevel-Langevin pathwise average for Gibbs approximation

Maxime Egéa, Fabien Panloup

We propose and study a new multilevel method for the numerical approximation of a Gibbs distribution on , based on (overdamped) Langevin diffusions. This method i…