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ENTITY Moreau--Yosida unadjusted Langevin algorithm

Moreau--Yosida unadjusted Langevin algorithm

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  1. TOOL · CL_200182 ·

    New theoretical bounds improve Langevin sampling for complex distributions

    Researchers have developed new theoretical bounds for the Moreau--Yosida unadjusted Langevin algorithm (MYULA), a method used for sampling from complex probability distributions. The study focuses on nonsmooth composite…