Penalized Langevin dynamics with vanishing penalty for smooth and log-concave targets.

Avetik G. Karagulyan Arnak S. Dalalyan

Published in: NeurIPS (2020)

Keyphrases

least squares
maximum likelihood
variable selection
dynamical systems
dynamic model
target detection
objective function
target tracking
model selection
temporal evolution
multiple targets
infrared
machine learning
support vector
three dimensional
social networks
information retrieval