Sampling from Non-Log-Concave Distributions via Variance-Reduced Gradient Langevin Dynamics.
Difan ZouPan XuQuanquan GuPublished in: AISTATS (2019)
Keyphrases
- normal distribution
- dynamic model
- random samples
- probability distribution
- kl divergence
- sample size
- sampling strategy
- variance reduction
- dynamical systems
- monte carlo
- unbiased estimator
- standard deviation
- random sampling
- highly skewed
- covariance matrix
- exponential family
- random variables
- gradient information
- heavy tailed
- decision trees