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The Langevin Monte Carlo algorithm in the non-smooth log-concave case - MaRDI portal

The Langevin Monte Carlo algorithm in the non-smooth log-concave case (Q6138925)

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scientific article; zbMATH DE number 7789649
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The Langevin Monte Carlo algorithm in the non-smooth log-concave case
scientific article; zbMATH DE number 7789649

    Statements

    title
    The Langevin Monte Carlo algorithm in the non-smooth log-concave case (English)
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    author
    Joseph Lehec
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    publication date
    16 January 2024
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    zbMATH Keywords
    convexity
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    Markov chain Monte Carlo
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    statistical sampling
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    cites work
    Q4854277
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    Q3959169
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    Q3172650
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    Q4508926
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    Identifiers

    arXiv ID
    2101.10695
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    DOI
    10.1214/23-aap1935
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    Mathematics Subject Classification ID
    62D05
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    52A23
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    65C05
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    68W20
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    zbMATH DE Number
    7789649
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