Nonasymptotic convergence analysis for the unadjusted Langevin algorithm (Q2403136)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonasymptotic convergence analysis for the unadjusted Langevin algorithm |
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Nonasymptotic convergence analysis for the unadjusted Langevin algorithm (English)
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15 September 2017
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total variation distance
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Langevin diffusion
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Markov chain Monte Carlo
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Metropolis adjusted Langevin algorithm
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rate of convergence
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Langevin stochastic differential equation
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Euler discretization
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