5 citations · 5 across the 2 of their papers we have counts for
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★ 5 cited
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…