Analysis of Langevin Monte Carlo via Convex Optimization.

Alain Durmus Szymon Majewski Blazej Miasojedow

Published in: J. Mach. Learn. Res. (2019)

Keyphrases

monte carlo
convex optimization
monte carlo simulation
importance sampling
markov chain
interior point methods
monte carlo methods
monte carlo tree search
image processing
particle filter
image denoising
low rank
convex relaxation
variance reduction