Chak, Martin
- Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
2023/10/28 by Martin Chak, Pierre Monmarché, Chak, Martin +1 · 3 citations
Computer Science · Mathematics · #60J05 #65C05 #65P10 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Numerical methods in inverse problems #Probability (math.PR) #Stochastic Gradient Optimization Techniques