User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient (Q2280028)

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User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
scientific article

    Statements

    title
    User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient (English)
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    author
    Arnak S. Dalalyan
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    Avetik Karagulyan
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    publication date
    17 December 2019
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    zbMATH Keywords
    Markov chain Monte Carlo
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    approximate sampling
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    rates of convergence
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    Langevin algorithm
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    gradient descent
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    cites work
    Q4617601
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    Q4648727
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    Q2743963
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    Q4340161
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    Q2810765
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    Identifiers

    Mathematics Subject Classification ID
    62J05
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    62H12
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    65C05
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    62-08
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    60J60
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    zbMATH DE Number
    7143939
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    OpenAlex ID
    W2963599479
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    arXiv ID
    1710.00095
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    Wikidata QID
    Q128260590
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