Random Coordinate Langevin Monte Carlo

Zhiyan Ding, Qin Li, Jianfeng Lu, Stephen J. Wright. Random Coordinate Langevin Monte Carlo. In Mikhail Belkin, Samory Kpotufe, editors, Conference on Learning Theory, COLT 2021, 15-19 August 2021, Boulder, Colorado, USA. Volume 134 of Proceedings of Machine Learning Research, pages 1683-1710, PMLR, 2021. [doi]

Abstract

Abstract is missing.