Videos

Log-concave Sampling with Stochastic Gradient Descent

Presenter
May 20, 2015
IMA
Keywords:
  • Gradient
MSC:
  • 90C52
Log-concave Sampling with Stochastic Gradient Descent Thumbnail
Play Video
Abstract
I will show how to use stochastic gradient descent to sample (in polynomial time) from a log-concave distribution. Joint work with Ronen Eldan and Joseph Lehec.