Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem

Andre Wibisono. Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem. In Sébastien Bubeck, Vianney Perchet, Philippe Rigollet, editors, Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018. Volume 75 of Proceedings of Machine Learning Research, pages 2093-3027, PMLR, 2018. [doi]

Abstract

Abstract is missing.