| 摘要: |
| 本文研究了在目标分布非凸情况下, 利用Langevin扩散过程进行抽样的问题,和文献[6]相对比, 本文推广了其抽样算法在二阶Wasserstein度量下的收敛性, 并且在其指数收敛的情形下找到了一个更好的常数c. |
| 关键词: Langevin扩散过程 抽样 Wasserstein距离 |
| DOI： |
| 分类号:O211.63 |
| 基金项目: |
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| SAMPLING WITH LANGEVIN DYNAMICS IN NON-CONVEX SETTING |
|
HUANG Jian-hua
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School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
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| Abstract: |
| In this work, we investigate the problem of sampling with Langevin diffusion in non-convex setting. Compared with [6], we extend the result under 2-Wassertain distance, and we find a better explicit positive constant c in the exponential convergency. |
| Key words: Langevin diffusion sampling Wasserstein distance |
