Convergence Of The Unadjusted Langevin Algorithm For Discontinuous Gradients

MaRDI QIDQ6462095zbMATH OpenFDO

Authors Tim Johnston, Sotirios Sabanis

Publication date 4 December 2023

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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