An optimization perspective on log-concave sampling and beyond
The primary contribution of this thesis is to advance the theory of complexity for sampling from a continuous probability density over R^d. Some highlights include: a new analysis of the proximal sampler, taking inspiration from the proximal point algorithm in optimization; an improved and sharp ana...
Main Author: | |
---|---|
Other Authors: | |
Format: | Thesis |
Published: |
Massachusetts Institute of Technology
2023
|
Online Access: | https://hdl.handle.net/1721.1/151333 |