Langevin Monte Carlo with SPSA-approximated Gradients

Shiqing Sun, James C. Spall. Langevin Monte Carlo with SPSA-approximated Gradients. In 57th Annual Conference on Information Sciences and Systems, CISS 2023, Baltimore, MD, USA, March 22-24, 2023. pages 1-6, IEEE, 2023. [doi]

Authors

Shiqing Sun

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James C. Spall

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