2 papers
math.NA2022
The Forward-Backward Envelope for Sampling with the Overdamped Langevin Algorithm
Armin Eftekhari, Luis Vargas, Konstantinos Zygalakis
In this paper, we analyse a proximal method based on the idea of forward-backward splitting for sampling from distributions with densities that are not necessarily smooth. In parti…
stat.CO2019
Accelerating proximal Markov chain Monte Carlo by using an explicit stabilised method
Luis Vargas, Marcelo Pereyra, Konstantinos C. Zygalakis
We present a highly efficient proximal Markov chain Monte Carlo methodology to perform Bayesian computation in imaging problems. Similarly to previous proximal Monte Carlo approach…