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Exponential ergodicity conjecture for MY-MALA on light-tailed distributions
Let MY-MALA denote the Moreau-Yosida Metropolis-adjusted Langevin algorithm, with proximal parameter $\lambda$ . A distribution is light-tailed if it belongs to the class of distrib…
Conjectureopenergodicity markov-chain-monte-carlo moreau-yosida-methodsarXiv posted 2 days ago

Exponential ergodicity conjecture for MY-MALA on light-tailed distributions