Complexity of zigzag sampling algorithm for strongly log-concave distributions

DOI10.1007/S11222-022-10109-YzbMath1490.62019arXiv2012.11094OpenAlexW3116741055MaRDI QIDQ2152554

Lihan Wang, Jian-feng Lu

Publication date: 8 July 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.11094

zbMATH Keywords

computational complexityMonte Carlo samplinglog-concave distributionzigzag sampler

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05)

Cites Work

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