FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2952353048> ?p ?o ?g. }

• W2952353048 abstract "This paper presents a new Metropolis-adjusted Langevin algorithm (MALA) that uses convex analysis to simulate efficiently from high-dimensional densities that are log-concave, a class of probability distributions that is widely used in modern high-dimensional statistics and data analysis. The method is based on a new first-order approximation for Langevin diffusions that exploits log-concavity to construct Markov chains with favourable convergence properties. This approximation is closely related to Moreau-Yoshida regularisations for convex functions and uses proximity mappings instead of gradient mappings to approximate the continuous-time process. The proposed method complements existing MALA methods in two ways. First, the method is shown to have very robust stability properties and to converge geometrically for many target densities for which other MALA are not geometric, or only if the step size is sufficiently small. Second, the method can be applied to high-dimensional target densities that are not continuously differentiable, a class of distributions that is increasingly used in image processing and machine learning and that is beyond the scope of existing MALA and HMC algorithms. To use this method it is necessary to compute or to approximate efficiently the proximity mappings of the logarithm of the target density. For several popular models, including many Bayesian models used in modern signal and image processing and machine learning, this can be achieved with convex optimisation algorithms and with approximations based on proximal splitting techniques, which can be implemented in parallel. The proposed method is demonstrated on two challenging high-dimensional and non-differentiable models related to image resolution enhancement and low-rank matrix estimation that are not well addressed by existing MCMC methodology." @default.
• W2952353048 created "2019-06-27" @default.
• W2952353048 creator A5082169271 @default.
• W2952353048 date "2013-06-02" @default.
• W2952353048 modified "2023-09-27" @default.
• W2952353048 title "Proximal Markov chain Monte Carlo algorithms" @default.
• W2952353048 cites W1545319692 @default.
• W2952353048 cites W1547595776 @default.
• W2952353048 cites W1600402929 @default.
• W2952353048 cites W1946620893 @default.
• W2952353048 cites W1982652137 @default.
• W2952353048 cites W1983452151 @default.
• W2952353048 cites W1995713768 @default.
• W2952353048 cites W2005089986 @default.
• W2952353048 cites W2030058292 @default.
• W2952353048 cites W2038497950 @default.
• W2952353048 cites W205960364 @default.
• W2952353048 cites W2063942101 @default.
• W2952353048 cites W2063978378 @default.
• W2952353048 cites W2075954168 @default.
• W2952353048 cites W2111297856 @default.
• W2952353048 cites W2119667497 @default.
• W2952353048 cites W2132001804 @default.
• W2952353048 cites W2134332047 @default.
• W2952353048 cites W2145962650 @default.
• W2952353048 cites W2146130798 @default.
• W2952353048 cites W2228017098 @default.
• W2952353048 cites W2551769135 @default.
• W2952353048 cites W2566240941 @default.
• W2952353048 cites W2622705236 @default.
• W2952353048 cites W2765202580 @default.
• W2952353048 cites W2913535645 @default.
• W2952353048 cites W3104624268 @default.
• W2952353048 hasPublicationYear "2013" @default.
• W2952353048 type Work @default.
• W2952353048 sameAs 2952353048 @default.
• W2952353048 citedByCount "8" @default.
• W2952353048 countsByYear W29523530482014 @default.
• W2952353048 countsByYear W29523530482015 @default.
• W2952353048 countsByYear W29523530482016 @default.
• W2952353048 countsByYear W29523530482018 @default.
• W2952353048 crossrefType "posted-content" @default.
• W2952353048 hasAuthorship W2952353048A5082169271 @default.
• W2952353048 hasConcept C107673813 @default.
• W2952353048 hasConcept C111350023 @default.
• W2952353048 hasConcept C112680207 @default.
• W2952353048 hasConcept C11413529 @default.
• W2952353048 hasConcept C119857082 @default.
• W2952353048 hasConcept C126255220 @default.
• W2952353048 hasConcept C134306372 @default.
• W2952353048 hasConcept C154945302 @default.
• W2952353048 hasConcept C162324750 @default.
• W2952353048 hasConcept C202615002 @default.
• W2952353048 hasConcept C2524010 @default.
• W2952353048 hasConcept C2777303404 @default.
• W2952353048 hasConcept C28826006 @default.
• W2952353048 hasConcept C33923547 @default.
• W2952353048 hasConcept C39927690 @default.
• W2952353048 hasConcept C41008148 @default.
• W2952353048 hasConcept C50522688 @default.
• W2952353048 hasConcept C98763669 @default.
• W2952353048 hasConceptScore W2952353048C107673813 @default.
• W2952353048 hasConceptScore W2952353048C111350023 @default.
• W2952353048 hasConceptScore W2952353048C112680207 @default.
• W2952353048 hasConceptScore W2952353048C11413529 @default.
• W2952353048 hasConceptScore W2952353048C119857082 @default.
• W2952353048 hasConceptScore W2952353048C126255220 @default.
• W2952353048 hasConceptScore W2952353048C134306372 @default.
• W2952353048 hasConceptScore W2952353048C154945302 @default.
• W2952353048 hasConceptScore W2952353048C162324750 @default.
• W2952353048 hasConceptScore W2952353048C202615002 @default.
• W2952353048 hasConceptScore W2952353048C2524010 @default.
• W2952353048 hasConceptScore W2952353048C2777303404 @default.
• W2952353048 hasConceptScore W2952353048C28826006 @default.
• W2952353048 hasConceptScore W2952353048C33923547 @default.
• W2952353048 hasConceptScore W2952353048C39927690 @default.
• W2952353048 hasConceptScore W2952353048C41008148 @default.
• W2952353048 hasConceptScore W2952353048C50522688 @default.
• W2952353048 hasConceptScore W2952353048C98763669 @default.
• W2952353048 hasLocation W29523530481 @default.
• W2952353048 hasOpenAccess W2952353048 @default.
• W2952353048 hasPrimaryLocation W29523530481 @default.
• W2952353048 hasRelatedWork W1504071385 @default.
• W2952353048 hasRelatedWork W1545319692 @default.
• W2952353048 hasRelatedWork W1998158229 @default.
• W2952353048 hasRelatedWork W2052329135 @default.
• W2952353048 hasRelatedWork W2187573855 @default.
• W2952353048 hasRelatedWork W2261430036 @default.
• W2952353048 hasRelatedWork W2599879831 @default.
• W2952353048 hasRelatedWork W2617695214 @default.
• W2952353048 hasRelatedWork W2734837780 @default.
• W2952353048 hasRelatedWork W2788138125 @default.
• W2952353048 hasRelatedWork W2891721757 @default.
• W2952353048 hasRelatedWork W2951506562 @default.
• W2952353048 hasRelatedWork W2971836688 @default.
• W2952353048 hasRelatedWork W2994974560 @default.
• W2952353048 hasRelatedWork W3012570379 @default.
• W2952353048 hasRelatedWork W3037776332 @default.
• W2952353048 hasRelatedWork W3156770923 @default.
• W2952353048 hasRelatedWork W3171138071 @default.

• next