Bounding the Error of Discretized Langevin Algorithms for Non-Strongly Log-Concave Targets

INIS

• algorithms 100%
• errors 100%
• monte carlo method 75%
• kinetics 50%
• diffusion 50%
• distance 50%
• sampling 50%
• dimensions 50%
• density 50%
• potentials 50%
• scaling 25%
• values 25%
• matrices 25%
• asymptotic solutions 25%
• smoothness 25%

Mathematics

• Monte Carlo 100%
• Computational 100%
• Lipschitz 100%
• Discretization 50%
• Upper Bound 50%
• Asymptotics 50%
• Hessian Matrix 50%
• Number 50%
• Bounds 50%
• Monte Carlo Algorithm 50%

Economics, Econometrics and Finance

• Diffusion 100%