Langevin Monte Carlo and JKO splitting

Espen Bernton. Langevin Monte Carlo and JKO splitting. In Sébastien Bubeck, Vianney Perchet, Philippe Rigollet, editors, Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018. Volume 75 of Proceedings of Machine Learning Research, pages 1777-1798, PMLR, 2018. [doi]

Authors

Espen Bernton

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