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Sampling algorithm: Langevin dynamics
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Classroom Contents
Estimating Normalizing Constants for Log-Concave Distributions - Algorithms and Lower Bounds
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- 1 Intro
- 2 Problem statement
- 3 Upper bound: Annealing
- 4 Upper bound: Multilevel Monte Carlo
- 5 Regular Monte Carlo
- 6 Sampling algorithm: Langevin dynamics
- 7 Discretizing Langevin dynamics
- 8 Coupling Langevin dynamics (Overdamped)
- 9 Lower bound for low dimensions
- 10 Proof idea
- 11 Distinguishing biased coins
- 12 Lower bound for high dimensions Take product distribution Partition de dimensions into
- 13 Conclusion
