Discretisation of Langevin diffusion in the weak log-concave case
M Crespo - 2024 - publications.ut-capitole.fr
The Euler discretisation of Langevin diffusion, also known as Unadjusted Langevin
Algorithm, is commonly used in machine learning for sampling from a given distribution µ∝ …
Algorithm, is commonly used in machine learning for sampling from a given distribution µ∝ …