Langevin Monte Carlo: Random coordinate descent and variance reduction

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Ding, Zhiyan [1 ]
Li, Qin [2 ]
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[1] Mathematics Department, University of Wisconsin-Madison, Madison,WI,53705, United States
[2] Mathematics Department, Wisconsin Institutes for Discovery, University of Wisconsin-Madison, Madison,WI,53705, United States
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美国国家科学基金会;
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