Rapid Convergence of the Unadjusted Langevin Algorithm: Isoperimetry Suffices
Santosh Vempala, Andre Wibisono
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MathematicsConvexityHessian matrixDivergence (linguistics)Sobolev spaceSmoothnessSobolev inequalityConvergence (economics)Limit (mathematics)Bounded functionOrder (exchange)Distribution (mathematics)Applied mathematicsCombinatoricsKullback–Leibler divergenceWeak convergenceRate of convergenceDiscrete mathematicsMathematical analysisStatisticsPhilosophyFinanceEngineeringEconomicsEconomic growthChannel (broadcasting)Financial economicsComputer scienceComputer securityLinguisticsElectrical engineeringAsset (computer security)Markov Chains and Monte Carlo MethodsStatistical Methods and InferenceRandom Matrices and Applications