Sampling can be faster than optimization - Ma, Yi-An; Chen, Yuansi; Jin, Chi; Flammarion, Nicolas; Jordan, Michael I. (Proceedings of the National Academy of Sciences - PNAS, 2019)
Keywords: Algorithms; Computer applications; Computer simulation; Learning algorithms; Machine learning; Optimization; Optimization algorithms; Physical Sciences; Sampling; Langevin Monte Carlo; nonconvex optimization; computational complexity