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...

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Bibliographic Details
Main Author: Chewi, Sinho
Other Authors: Rigollet, Philippe
Format: Thesis
Published: Massachusetts Institute of Technology 2023
Online Access:https://hdl.handle.net/1721.1/151333