Further and stronger analogy between sampling and optimization : Langevin Monte Carlo and gradient descent

Arnak S. Dalalyan

Year of publication:	[2017]
Authors:	Dalalyan, Arnak S.
Publisher:	[Palaiseau] : Centre de recherche en economie et statistique
Subject:	Markov Chain Monte Carlo \| Approximate sampling \| Rates of convergence \| Langevinalgorithm \| Gradient descent \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Stichprobenerhebung \| Sampling \| Markov-Kette \| Markov chain \| Schätztheorie \| Estimation theory

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