Supplement to "High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm"

Alain Durmus (1) , Éric Moulines (2)

1 LTCI - Laboratoire Traitement et Communication de l'Information
2 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique

Supplementary material to the paper available at https://arxiv.org/abs/1605.01559 or https://hal.archives-ouvertes.fr/hal-01304430

Domaines: Théorie [stat.TH]; Calcul [stat.CO]; Méthodologie [stat.ME]

Alain Durmus, Éric Moulines. Supplement to "High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm". 2016. ⟨hal-01176084v3⟩