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Results: 2
Nonasymptotic convergence analysis for the unadjusted langevin algorithm
Authors:
Durmus, Alain Moulines, Éric
Citation:
Durmus, Alain et Moulines, Éric, Nonasymptotic convergence analysis for the unadjusted langevin algorithm, Annals of applied probability , 27(3), 2017, pp. 1551-1587
Fast langevin based algorithm for mcmc in high dimensions
Authors:
Durmus, Alain Roberts, Gareth O. Vilmart, Gilles Zygalakis, Konstantinos C.
Citation:
Durmus, Alain et al., Fast langevin based algorithm for mcmc in high dimensions, Annals of applied probability , 27(4), 2017, pp. 2195-2237
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