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On the geometric convergence for MALA under verifiable conditions

On the geometric convergence for MALA under verifiable conditions

Alain Durmus
Eric Moulines
ArXiv (abs)PDFHTML

Papers citing "On the geometric convergence for MALA under verifiable conditions"

3 / 3 papers shown
Title
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm
Sinho Chewi
Chen Lu
Kwangjun Ahn
Xiang Cheng
Thibaut Le Gouic
Philippe Rigollet
67
66
0
23 Dec 2020
Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
A. Eberle
94
41
0
03 Oct 2012
Non-asymptotic mixing of the MALA algorithm
Non-asymptotic mixing of the MALA algorithm
Nawaf Bou-Rabee
Martin Hairer
Eric Vanden-Eijnden
80
94
0
20 Aug 2010

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