The Langevin Monte Carlo algorithm in the non-smooth log-concave case.
Joseph LehecPublished in: CoRR (2021)
Keyphrases
- monte carlo
- importance sampling
- stochastic approximation
- optimal solution
- monte carlo simulation
- detection algorithm
- markov chain
- computational complexity
- simulation study
- computational cost
- learning algorithm
- worst case
- monte carlo methods
- expectation maximization
- probabilistic model
- dynamic programming
- objective function
- graphical models
- state space
- object tracking
- np hard
- search space
- support vector
- matrix inversion
- bayesian networks