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Sampling from Non-smooth Distributions Through Langevin Diffusion
Authors:Luu  Tung Duy  Fadili  Jalal  Chesneau  Christophe
Institution:1.Normandie University, ENSICAEN, UNICAEN, CNRS, GREYC, Caen, France
;2.Normandie University, UNICAEN, CNRS, LMNO, Caen, France
;
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...
Keywords:
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