The tamed unadjusted Langevin algorithm (Q2274251)

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The tamed unadjusted Langevin algorithm
scientific article

    Statements

    title
    The tamed unadjusted Langevin algorithm (English)
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    author
    Nicolas Brosse
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    Alain Durmus
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    Eric Moulines
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    Sotirios Sabanis
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    publication date
    19 September 2019
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    zbMATH Keywords
    tamed unadjusted Langevin algorithm
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    Markov chain Monte Carlo
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    total variation distance
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    Wasserstein distance
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    Identifiers

    Mathematics Subject Classification ID
    65C05
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    60F05
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    62L10
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    zbMATH DE Number
    7107458
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    OpenAlex ID
    W2962813392
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