Langevin Monte Carlo: random coordinate descent and variance reduction

Zhiyan Ding, Qin Li. Langevin Monte Carlo: random coordinate descent and variance reduction. Journal of Machine Learning Research, 22, 2021. [doi]

@article{DingL21-12,
  title = {Langevin Monte Carlo: random coordinate descent and variance reduction},
  author = {Zhiyan Ding and Qin Li},
  year = {2021},
  url = {http://jmlr.org/papers/v22/20-1205.html},
  researchr = {https://researchr.org/publication/DingL21-12},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {22},
}