The Forward-Backward Envelope for Sampling with the Overdamped Langevin Algorithm.
Armin EftekhariLuis VargasKonstantinos ZygalakisPublished in: CoRR (2022)
Keyphrases
- forward backward
- detection algorithm
- learning algorithm
- optimization algorithm
- dynamic programming
- sampling algorithm
- computational cost
- experimental evaluation
- cost function
- computational complexity
- hidden markov models
- k means
- objective function
- times faster
- particle swarm optimization
- expectation maximization
- parameter estimation
- estimation algorithm
- data sets
- random sampling
- selection algorithm
- recognition algorithm
- clustering method
- reinforcement learning
- computationally efficient
- simulated annealing
- high accuracy
- worst case
- probabilistic model
- np hard
- significant improvement
- preprocessing