An analysis of transformed unadjusted Langevin algorithm for heavy-tailed sampling

DOI10.1109/TIT.2023.3318152zbMATH Open1547.62015MaRDI QIDQ6575644FDOQ6575644

Authors: Ye He, Krishnakumar Balasubramanian, Murat A. Erdogdu 

Publication date: 21 July 2024

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

oracle complexity of sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Sampling theory, sample surveys (62D05) Image analysis in multivariate analysis (62H35)

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