Tag: lmc

Langevin Monte Carlo Beyond Lipschitz Gradient Continuity arXiv:2412.09698v1 Announce Type: new Abstract: We present a significant advancement in the field of Langevin Monte Carlo (LMC) methods by introducing the Inexact Proximal Langevin Algorithm (IPLA). This novel algorithm broadens the scope of problems that LMC can effectively address while maintaining controlled computational costs. IPLA extends LMC’s…