Optimal scaling for the proximal Langevin algorithm in high dimensions (Q6985729)
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scientific article; zbMATH DE number 8038286
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| English | Optimal scaling for the proximal Langevin algorithm in high dimensions |
scientific article; zbMATH DE number 8038286 |
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Optimal scaling for the proximal Langevin algorithm in high dimensions (English)
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12 May 2025
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Markov chain Monte Carlo
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Metropolis-adjusted Langevin algorithm
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scaling limit
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diffusion approximation
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convex optimization
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proximal operators
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Moreau envelope
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