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X-WR-CALDESC:Events for CREST
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TZID:Europe/Paris
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TZOFFSETFROM:+0100
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DTSTART:20170326T010000
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DTSTART:20171029T010000
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DTSTART;TZID=Europe/Paris:20170911T150000
DTEND;TZID=Europe/Paris:20170911T161500
DTSTAMP:20260715T104434
CREATED:20170906T081002Z
LAST-MODIFIED:20170906T081002Z
UID:11912-1505142000-1505146500@crest.science
SUMMARY:Arnak DALALYAN - "User-friendly bounds for sampling from a log-concave density using Langevin Monte Carlo"
DESCRIPTION:Lundi 11 septembre 2017 de 15h à 16h15\, en salle 3001 à l’ENSAE \nAdresse : 5\, avenue Henry Le Chatelier 91120 Palaiseau\nAccès : RER B (arrêt « Massy-Palaiseau ») + à la gare prendre bus TransEssonne 91.06 (B\, C) ou 91.10 (arrêt « Lozère ») 11 min ≈\nOu RER B (arrêt « Lozère ») + itinéraire piéton 15 min (300 marches ≈\, direction sentier de l’Ecole Polytechnique).\nIntervenant : Arnak DALALYAN (ENSAE-ParisTech CREST)\nWe will present new bounds on the sampling error in the case where the target distribution has a smooth and log-concave density. These bounds are established for the Langevin Monte Carlo and its discretized versions involving the Hessian matrix of the log-density. We will also discuss the case where accurate evaluation of the gradient is impossible.\n  \n
URL:https://crest.science/event/arnak-dalalyan-user-friendly-bounds-for-sampling-from-a-log-concave-density-using-langevin-monte-carlo/
CATEGORIES:Statistics
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