Timeline for Existence of a Lyapunov function for a log-concave measure
Current License: CC BY-SA 4.0
3 events
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Feb 5, 2019 at 10:12 | vote | accept | 0xbadf00d | ||
Feb 3, 2019 at 15:19 | comment | added | Nawaf Bou-Rabee | In deriving a Foster-Lyapunov drift condition, typically $c$ in (4) is not given, but is chosen small enough such that something like (14) holds. It also seems natural to choose $\alpha = \min(1, \lim_{r \to \infty} \inf_{|x| \ge r x \cdot \nabla f(x)/|x|$. However, these are minor points, and overall this is nice. | |
Feb 1, 2019 at 18:48 | history | answered | 0xbadf00d | CC BY-SA 4.0 |