BriefGPT.xyz
Oct, 2020
受限高斯 Oracle 的结构化对数凸采样
Structured Logconcave Sampling with a Restricted Gaussian Oracle
HTML
PDF
Yin Tat Lee, Ruoqi Shen, Kevin Tian
TL;DR
该研究论文讨论了如何使用结构化的logconcave样本算法来采样复合密度和logconcave有限和,使用近端点方法启发的降维框架来改善问题条件的相关性,并提出了一种获取大量梯度查询乘数的简单算法。
Abstract
We give algorithms for
sampling
several structured
logconcave
families to high accuracy. We further develop a reduction framework, inspired by \emph{
→