Convergence Rates for the Constrained Sampling via Langevin Monte Carlo
Sampling from constrained distributions has posed significant challenges in terms of algorithmic design and non-asymptotic analysis, which are frequently encountered in statistical and machine-learning models. In this study, we propose three sampling algorithms based on Langevin Monte Carlo with the...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-08-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/25/8/1234 |