Sampling from a Log-Concave Distribution with Projected Langevin Monte Carlo - Bubeck, Sébastien; Eldan, Ronen; Lehec, Joseph (Discrete & computational geometry, 2018)
Keywords: Combinatorics; Computational Mathematics and Numerical Analysis; Markov chains; Mathematics; Mathematics and Statistics; Monte Carlo simulation; Probability; 68W20; Langevin Monte Carlo; Rapidly-mixing random walks; Log-concave measures; Sampling and optimization; 68W25; 47N10