Non-Asymptotic Analysis of Fractional Langevin Monte Carlo for Non-Convex Optimization.

Thanh Huy Nguyen Umut Simsekli Gaël Richard

Published in: CoRR (2019)

Keyphrases

monte carlo
convex optimization
asymptotic analysis
fluid model
markov chain
low rank
importance sampling
primal dual
total variation
particle filter
convex optimization problems
monte carlo tree search
stochastic model
arrival rate
queueing networks
convex sets
denoising