# Monte Carlo Sampling using Langevin Dynamics

April 17, 2020
Langevin Monte Carlo is a class of Markov Chain Monte Carlo algorithms that generate samples from a probability distribution of interest by simulating the Langevin Equation. This post explores the basics of Langevin Monte Carlo.

# 1-Wasserstein distance: Kantorovich–Rubinstein duality

April 8, 2020
The 1-Wasserstein distance is a popular integral probability metric. In this post, the dual form of the 1-Wasserstein distance is derived from its primal form.