Exponential Convergence of Langevin Distributions and Their Discrete Approximations
- 1 December 1996
- Vol. 2 (4) , 341
- https://doi.org/10.2307/3318418
Abstract
In this paper we consider a continuous-time method of approximating a given distribution π using the Langevin diffusion d Lt= d Wt+1/2∇ log π ( Lt) dt. We find ...Keywords
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