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Code for the paper "Exponential ergodicity of mirror-Langevin diffusions"

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Exponential ergodicity of mirror-Langevin diffusions

This repository is the official implementation of Exponential ergodicity of mirror-Langevin diffusions, and in particular for the Newton Langevin Algorithm.

Requirements

To install requirements:

pip install -r requirements.txt

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Code for the paper "Exponential ergodicity of mirror-Langevin diffusions"

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