Underdamped Langevin MCMC: A non-asymptotic analysis.

Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan

Published in: COLT (2018)

Keyphrases

asymptotic analysis
markov chain monte carlo
markov chain
monte carlo
fluid model
generative model
posterior distribution
steady state
posterior probability
probability distribution
information systems
special case
particle filter
parameter estimation
transition probabilities