Campuses:

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.
MSC Code: 
90C52
Keywords: