Sampling from Non-smooth Distributions Through Langevin Diffusion |
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Authors: | Luu Tung Duy Fadili Jalal Chesneau Christophe |
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Institution: | 1.Normandie University, ENSICAEN, UNICAEN, CNRS, GREYC, Caen, France ;2.Normandie University, UNICAEN, CNRS, LMNO, Caen, France ; |
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Abstract: | Methodology and Computing in Applied Probability - In this paper, we propose proximal splitting-type algorithms for sampling from distributions whose densities are not necessarily smooth nor... |
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