Sampling from non-smooth distributions through Langevin diffusion
type: Item
instance of: scholarly article
title: Sampling from non-smooth distributions through Langevin diffusion
zbMATH Open document ID: 1477.60009
author: Tung Duy Luu
author: Christophe Chesneau
author: Jalal Fadili
published in: Methodology and Computing in Applied Probability
publication date: 2022-01-07T00:00:00Z
Mathematics Subject Classification ID: 60-08
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 7453901
zbMATH Keywords: Langevin diffusion
zbMATH Keywords: Monte Carlo
zbMATH Keywords: non-smooth distributions
zbMATH Keywords: proximal splitting
zbMATH Keywords: exponentially weighted aggregation
describes a project that uses: S+WAVELETS
describes a project that uses: PhaseLift
describes a project that uses: PDCO
MaRDI profile type: Publication
full work available at URL: s11009-020-09809-7
OpenAlex ID: W2615566168
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Sampling from non-smooth distributions through Langevin diffusion (DOI)
DOI: 10.1007/S11009-020-09809-7