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Hadamard Langevin dynamics for sampling the l1-prior

math.NA · 2024-11-18 · unverdicted · novelty 7.0

Hadamard Langevin dynamics supplies a smooth nonconvex reparameterization of the l1-prior that exactly preserves the posterior marginal together with the first rigorous existence, uniqueness, ergodicity, and discretization-convergence theory for the resulting diffusion.

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