no code implementations • 6 Dec 2018 • M. Barkhagen, N. H. Chau, É. Moulines, M. Rásonyi, S. Sabanis, Y. Zhang
We study the problem of sampling from a probability distribution $\pi$ on $\rset^d$ which has a density \wrt\ the Lebesgue measure known up to a normalization factor $x \mapsto \rme^{-U(x)} / \int_{\rset^d} \rme^{-U(y)} \rmd y$.