Tag: Langevin Monte Carlo
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Notes regarding LMC and a bivariate Gaussian simulation example
LMC Bivariate Gaussian Example LMC Bivariate Gaussian Example Nabarun Deb, Ursula Guo, University of Chicago 05-28-2024 A simple 2d case of Gaussian simulation using Langevin Monte Carlo algorithm References A simple 2d case of Gaussian simulation using Langevin Monte Carlo algorithm Here’s the set up of multivariate Gaussian for a simple 2d example. Let X… Read more