Non-Asymptotic Analysis of Fractional Langevin Monte Carlo for Non-Convex Optimization.

Thanh Huy Nguyen Umut Simsekli Gaël Richard

Published in: ICML (2019)

Keyphrases

monte carlo
convex optimization
asymptotic analysis
fluid model
importance sampling
markov chain
convex optimization problems
low rank
primal dual
total variation
monte carlo tree search
temporal difference
particle filter
denoising
supervised learning
dynamical systems
image restoration
image processing