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   Articles with "distributions langevin" as a keyword



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Sampling from Non-smooth Distributions Through Langevin Diffusion

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recommendations! Published in 2020 at "Methodology and Computing in Applied Probability"

DOI: 10.1007/s11009-020-09809-7

Abstract: In this paper, we propose proximal splitting-type algorithms for sampling from distributions whose densities are not necessarily smooth nor log-concave. Our approach brings together tools from, on the one hand, variational analysis and non-smooth optimization,… read more here.

Keywords: distributions langevin; sampling non; smooth distributions; diffusion ... See more keywords