Analysis of Langevin Monte Carlo via Convex Optimization

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Journal of Machine Learning Research, 2019. [All Versions]. This paper provides new insights on the Unadjusted Langevin Algorithm. The authors show that this method can be formulated as the first order optimization algorithm for an objective functional defined on the…

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AGI & CoCoSci › Papers > Bayesian Modeling > Generative Model: “Journal of Machine Learning Research, 2019. [All Versions]. This paper provides new insights on the Unadjusted Langevin Algorithm. The authors show that this method can be formulated as the first order optimization algorithm for an objective functional defined on the…”