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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| Format: | Thesis |
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Massachusetts Institute of Technology
2023
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| Online Access: | https://hdl.handle.net/1721.1/151333 |