Convergence of Langevin Monte Carlo in Chi-Squared and Rényi Divergence.
Murat A. ErdogduRasa HosseinzadehShunshi ZhangPublished in: AISTATS (2022)
Keyphrases
- monte carlo
- chi squared
- stochastic approximation
- information gain
- importance sampling
- markov chain
- monte carlo simulation
- monte carlo tree search
- monte carlo methods
- adaptive sampling
- particle filter
- markovian decision
- convergence rate
- matrix inversion
- point processes
- feature selection
- evolutionary algorithm
- image processing
- data mining