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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorLehec, Joseph
HAL ID: 11520
ORCID: 0000-0001-6182-9427
dc.date.accessioned2021-11-29T13:54:00Z
dc.date.available2021-11-29T13:54:00Z
dc.date.issued2021
dc.identifier.urihttps://basepub.dauphine.psl.eu/handle/123456789/22285
dc.language.isoenen
dc.subject.ddc515en
dc.titleThe Langevin Monte Carlo algorithm in the non-smooth log-concave caseen
dc.typeDocument de travail / Working paper
dc.description.abstractenWe prove non-asymptotic polynomial bounds on the convergence of the Langevin Monte Carlo algorithm in the case where the potential is a convex function which is globally Lipschitz on its domain, typically the maximum of a finite number of affine functions on an arbitrary convex set. In particular the potential is not assumed to be gradient Lipschitz, in contrast with most (if not all) existing works on the topic.en
dc.identifier.citationpages19en
dc.relation.ispartofseriestitleCahier de recherche du CEREMADEen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-03129129en
dc.subject.ddclabelAnalyseen
dc.identifier.citationdate2021
dc.description.ssrncandidatenon
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2021-11-29T13:51:28Z
hal.author.functionaut


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