Sampling from non-smooth distributions through Langevin diffusion (Q2065460)

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Sampling from non-smooth distributions through Langevin diffusion
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    Sampling from non-smooth distributions through Langevin diffusion (English)
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    7 January 2022
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    Langevin diffusion
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    Monte Carlo
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    non-smooth distributions
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    proximal splitting
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    exponentially weighted aggregation
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