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Improved Discretization Analysis for Underdamped Langevin Monte Carlo.
Matthew Shunshi Zhang
Sinho Chewi
Mufan (Bill) Li
Krishna Balasubramanian
Murat A. Erdogdu
Published in:
COLT (2023)
Keyphrases
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monte carlo
importance sampling
markov chain
adaptive sampling
monte carlo simulation
simulation study
matrix inversion
markovian decision