Log-concave Sampling with Stochastic Gradient Descent
Wednesday, May 20, 2015 - 2:55pm - 3:45pm
Keller 3-180
Sébastien Bubeck (Microsoft)
I will show how to use stochastic gradient descent to sample (in polynomial time) from a log-concave distribution.
Joint work with Ronen Eldan and Joseph Lehec.
Joint work with Ronen Eldan and Joseph Lehec.
MSC Code:
90C52
Keywords: