Finite-Time Analysis of Projected Langevin Monte Carlo

Sébastien Bubeck, Ronen Eldan, Joseph Lehec. Finite-Time Analysis of Projected Langevin Monte Carlo. In Corinna Cortes, Neil D. Lawrence, Daniel D. Lee, Masashi Sugiyama, Roman Garnett, editors, Advances in Neural Information Processing Systems 28: Annual Conference on Neural Information Processing Systems 2015, December 7-12, 2015, Montreal, Quebec, Canada. pages 1243-1251, 2015. [doi]

Abstract

Abstract is missing.