Tag convergence

Understanding Langevin Sampling Convergence and KL-divergence in MCMC Methods

Sampling has become a cornerstone in statistical and machine learning methodologies, particularly in the realm of Markov Chain Monte Carlo (MCMC) methods. Among various approaches, Langevin MCMC has gained traction for its efficiency and applicability to complex distributions. This article… Continue Reading →

Fatou’s Lemma: Understanding Weakly Converging Probabilities and Inequalities

Understanding complex mathematical concepts can be daunting for many, but fear not! In this article, we will delve into the intricacies of Fatou’s Lemma and its application to weakly converging probabilities. We will explore the conditions under which Fatou’s Lemma… Continue Reading →

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