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Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions

2 March 2011

Natesh S. Pillai

Papers citing "Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions"

4 / 4 papers shown

Title
Improved off-policy training of diffusion samplers Marcin Sendera Minsu Kim Sarthak Mittal Pablo Lemos Luca Scimeca Jarrid Rector-Brooks Alexandre Adam Yoshua Bengio Nikolay Malkin OffRL 191 28 0 07 Feb 2024
Optimal Scaling for the Proximal Langevin Algorithm in High Dimensions Natesh S. Pillai 46 2 0 21 Apr 2022
Besov priors for Bayesian inverse problems Masoumeh Dashti Stephen Harris Andrew M. Stuart 99 119 0 04 May 2011
Diffusion limits of the random walk Metropolis algorithm in high dimensions Jonathan C. Mattingly Natesh S. Pillai Andrew M. Stuart 155 114 0 22 Mar 2010