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

From MaRDI portal

Revision as of 17:05, 27 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Sampling from non-smooth distributions through Langevin diffusion	scientific article

Statements

scholarly article

0 references

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

0 references

zbMATH Open document ID

0 references

10.1007/s11009-020-09809-7

0 references

0 references

Christophe Chesneau

0 references

0 references

Methodology and Computing in Applied Probability

0 references

publication date

7 January 2022

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

zbMATH Keywords

Langevin diffusion

0 references

Monte Carlo

0 references

non-smooth distributions

0 references

proximal splitting

0 references

exponentially weighted aggregation

0 references

describes a project that uses

0 references

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1007/s11009-020-09809-7

0 references

0 references

Regularization of Wavelet Approximations

0 references

0 references

Convex analysis and monotone operator theory in Hilbert spaces

0 references

Bregman Monotone Optimization Algorithms

0 references

Prox-regular functions in Hilbert spaces

0 references

0 references

On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification

0 references

0 references

Simultaneous analysis of Lasso and Dantzig selector

0 references

Bagging predictors

0 references

0 references

Statistics for high-dimensional data. Methods, theory and applications.

0 references

Near-ideal model selection by \(\ell _{1}\) minimization

0 references

Exact matrix completion via convex optimization

0 references

PhaseLift: Exact and Stable Signal Recovery from Magnitude Measurements via Convex Programming

0 references

A Hamiltonian Monte Carlo Method for Non-Smooth Energy Sampling

0 references

Atomic Decomposition by Basis Pursuit

0 references

Some theoretical results on the grouped variables Lasso

0 references

Aggregation by Exponential Weighting and Sharp Oracle Inequalities

0 references

Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity

0 references

Sparse regression learning by aggregation and Langevin Monte-Carlo

0 references

For most large underdetermined systems of linear equations the minimal 𝓁<sub>1</sub>‐norm solution is also the sparsest solution

0 references

Nonasymptotic convergence analysis for the unadjusted Langevin algorithm

0 references

PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting

0 references

Total Variation Projection With First Order Schemes

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Boosting a weak learning algorithm by majority

0 references

0 references

PAC-Bayesian estimation and prediction in sparse additive models

0 references

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

0 references

0 references

Why the theorem of Scheffé should be rather called a theorem of Riesz

0 references

Simultaneous adaptation to the margin and to complexity in classification

0 references

The weighted majority algorithm

0 references

Uncertainty Principles and Vector Quantization

0 references

A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

0 references

0 references

A new approach to variable selection in least squares problems

0 references

Proximal Markov chain Monte Carlo algorithms

0 references

Prox-regular functions in variational analysis

0 references

Local differentiability of distance functions

0 references

Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

0 references

Linear and convex aggregation of density estimators

0 references

Exponential convergence of Langevin distributions and their discrete approximations

0 references

Variational Analysis

0 references

Nonlinear total variation based noise removal algorithms

0 references

A Useful Convergence Theorem for Probability Distributions

0 references

0 references

Sparsity and Smoothness Via the Fused Lasso

0 references

Model selection with low complexity priors

0 references

Low Complexity Regularization of Linear Inverse Problems

0 references

Weakly decomposable regularization penalties and structured sparsity

0 references

Consistent group selection in high-dimensional linear regression

0 references

Compressed sensing recovery via nonconvex shrinkage penalties

0 references

0 references

Aggregating regression procedures to improve performance

0 references

Model Selection and Estimation in Regression with Grouped Variables

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2065460

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2065460&oldid=36755323"