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Kinetic Langevin MCMC Sampling Without Gradient Lipschitz Continuity - the Strongly Convex Case.

Tim JohnstonIosif LytrasSotirios Sabanis
Published in: CoRR (2023)
Keyphrases
  • monte carlo
  • lipschitz continuity
  • markov chain monte carlo
  • set valued
  • convex sets
  • markov chain
  • convex optimization
  • probabilistic model
  • variational inequalities
  • dominance relation