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| | hbiostat.org
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| | If you are a biologist and want to get the best out of the powerful methods of modern computational statistics, this is your book.
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| | The HTML5 Herald
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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 ...