Search Results for author: N. H. Chau

Found 1 papers, 0 papers with code

On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case

no code implementations6 Dec 2018 M. Barkhagen, N. H. Chau, É. Moulines, M. Rásonyi, S. Sabanis, Y. Zhang

We study the problem of sampling from a probability distribution $\pi$ on $\rset^d$ which has a density \wrt\ the Lebesgue measure known up to a normalization factor $x \mapsto \rme^{-U(x)} / \int_{\rset^d} \rme^{-U(y)} \rmd y$.

Stochastic Optimization

Cannot find the paper you are looking for? You can Submit a new open access paper.