Marvels and pitfalls of the Langevin algorithm in noisy high-dimensional inference
Mannelli, Stefano, Sarao, Biroli, Giulio, Cammarota, Chiara, Krzakala, Florent, Urbani, Pierfrancesco, Zdeborova, Lenka
Abstract
International audience
Topics & Concepts
InferenceAlgorithmLangevin dynamicsStatistical physicsComputer scienceStatistical inferencePhysicsArtificial intelligenceMathematicsStatisticsBlind Source Separation TechniquesSparse and Compressive Sensing TechniquesBayesian Methods and Mixture Models