2 problems
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Kinetic Langevin Monte Carlo iteration-complexity conjecture
Let denote the condition number, and let be the target accuracy in Wasserstein distance. Kinetic Langevin complexity conjecture. The number of iteratio…
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Improved condition-number dependence for kinetic Langevin Monte Carlo
Let be the condition number associated with a strongly log-concave target, and let kinetic Langevin Monte Carlo use a non-synchronous coupling. Improved kinetic Langev…