High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm (Q5025734)
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scientific article; zbMATH DE number 7468737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm |
scientific article; zbMATH DE number 7468737 |
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High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm (English)
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3 February 2022
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Gaussian distribution
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high-dimensional sampling
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linear system
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Markov chain Monte Carlo
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proximal point algorithm
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