Crucinio, Francesca R.; Durmus, Alain; Jiménez, Pablo; Roberts, Gareth O. Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms. arXiv:2301.02446 Preprint, arXiv:2301.02446 [stat.CO] (2023). MSC: 65C05 60F05 BibTeX Cite \textit{F. R. Crucinio} et al., ``Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms'', Preprint, arXiv:2301.02446 [stat.CO] (2023) Full Text: arXiv OA License
Durmus, Alain; Le Corff, Sylvain; Moulines, Eric; Roberts, Gareth O. Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. (English) Zbl 1401.65007 J. Appl. Probab. 54, No. 4, 1233-1260 (2017). MSC: 65C05 60F05 PDFBibTeX XMLCite \textit{A. Durmus} et al., J. Appl. Probab. 54, No. 4, 1233--1260 (2017; Zbl 1401.65007) Full Text: DOI arXiv
Durmus, Alain; Roberts, Gareth O.; Vilmart, Gilles; Zygalakis, Konstantinos C. Fast Langevin based algorithm for MCMC in high dimensions. (English) Zbl 1373.60053 Ann. Appl. Probab. 27, No. 4, 2195-2237 (2017). MSC: 60F05 65C05 PDFBibTeX XMLCite \textit{A. Durmus} et al., Ann. Appl. Probab. 27, No. 4, 2195--2237 (2017; Zbl 1373.60053) Full Text: DOI arXiv Euclid