Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions (Q6090288)

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scientific article; zbMATH DE number 7764810
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Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions
scientific article; zbMATH DE number 7764810

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    Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions (English)
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    14 November 2023
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    Bayesian learning
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    nonsmooth sampling
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    convex optimization
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    MCMC methods
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    Langevin equation
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