User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
Year of publication: |
[2017]
|
---|---|
Authors: | Dalalyan, Arnak S. ; Karagulyan, Avetik |
Publisher: |
[Palaiseau] : Centre de recherche en economie et statistique |
Subject: | Markov Chain Monte Carlo | Approximate sampling | Rates of convergence | Langevin algorithm | Gradient descent | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Markov-Kette | Markov chain | Stichprobenerhebung | Sampling | Algorithmus | Algorithm |
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