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Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials - MaRDI portal

Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials (Q2083423)

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scientific article; zbMATH DE number 7599102
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Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials
scientific article; zbMATH DE number 7599102

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    Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials (English)
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    10 October 2022
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    Kullback-Leibler divergence
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    Langevin Monte Carlo
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    mixture weakly smooth
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    non-convex sampling
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