High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm.
Maxime VonoNicolas DobigeonPierre ChainaisPublished in: SIAM Rev. (2022)
Keyphrases
- high dimensional
- proximal point algorithm
- parameter space
- monte carlo
- low dimensional
- metropolis hastings
- basis pursuit
- random sampling
- high dimensionality
- dimensionality reduction
- maximum likelihood
- similarity search
- high dimensional data
- jump diffusion process
- data points
- feature space
- image reconstruction
- denoising
- nearest neighbor
- sampling methods
- computer vision
- data sets
- image retrieval
- linear gaussian
- clustering algorithm