Analysis of Langevin Monte Carlo via Convex Optimization

Alain Durmus, Szymon Majewski, Blazej Miasojedow. Analysis of Langevin Monte Carlo via Convex Optimization. Journal of Machine Learning Research, 20, 2019. [doi]

@article{DurmusMM19,
  title = {Analysis of Langevin Monte Carlo via Convex Optimization},
  author = {Alain Durmus and Szymon Majewski and Blazej Miasojedow},
  year = {2019},
  url = {http://jmlr.org/papers/v20/18-173.html},
  researchr = {https://researchr.org/publication/DurmusMM19},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {20},
}