Nonasymptotic convergence analysis for the unadjusted Langevin algorithm (Q2403136)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonasymptotic convergence analysis for the unadjusted Langevin algorithm |
scientific article; zbMATH DE number 6775356
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonasymptotic convergence analysis for the unadjusted Langevin algorithm |
scientific article; zbMATH DE number 6775356 |
Statements
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm (English)
0 references
15 September 2017
0 references
total variation distance
0 references
Langevin diffusion
0 references
Markov chain Monte Carlo
0 references
Metropolis adjusted Langevin algorithm
0 references
rate of convergence
0 references
Langevin stochastic differential equation
0 references
Euler discretization
0 references
0.8574360609054565
0 references
0.8309356570243835
0 references
0.8257872462272644
0 references
0.806320071220398
0 references
