Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm.
Sinho ChewiChen LuKwangjun AhnXiang ChengThibaut Le GouicPhilippe RigolletPublished in: COLT (2021)
Keyphrases
- optimal solution
- dynamic programming
- computational complexity
- improved algorithm
- np hard
- detection algorithm
- worst case
- closed form
- times faster
- cost function
- theoretical analysis
- learning algorithm
- optimal strategy
- globally optimal
- matching algorithm
- optimization algorithm
- linear programming
- experimental evaluation
- k means
- search space
- input data
- particle swarm optimization
- computationally efficient
- simulated annealing
- probabilistic model
- monte carlo
- computational cost
- path planning
- similarity measure
- genetic algorithm
- locally optimal