The forward-backward envelope for sampling with the overdamped Langevin algorithm.
Armin EftekhariLuis VargasKonstantinos C. ZygalakisPublished in: Stat. Comput. (2023)
Keyphrases
- forward backward
- dynamic programming
- preprocessing
- theoretical analysis
- optimal solution
- improved algorithm
- search space
- cost function
- particle swarm optimization
- monte carlo
- np hard
- hidden markov models
- matching algorithm
- computational complexity
- path planning
- recognition algorithm
- sampling algorithm
- computationally efficient
- worst case
- computational cost
- experimental evaluation
- learning algorithm
- high accuracy
- expectation maximization
- genetic algorithm
- segmentation algorithm
- clustering method
- significant improvement
- k means
- times faster
- convergence rate
- data structure
- objective function
- feature selection
- sampling strategy