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sriku.org
| | fa.bianp.net
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| | The Langevin algorithm is a simple and powerful method to sample from a probability distribution. It's a key ingredient of some machine learning methods such as diffusion models and differentially private learning. In this post, I'll derive a simple convergence analysis of this method in the special case when the ...
| | www.randomservices.org
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| | gregorygundersen.com
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| | [AI summary] The blog post derives the expected value of a left-truncated lognormal distribution, explaining the mathematical derivation and validating it with Monte Carlo simulations.
| | swingleydev.com
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