58 citations · 232 across the 13 of their papers we have counts for
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stat.CO2020★ 30 cited
High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm
Maxime Vono, Nicolas Dobigeon, Pierre Chainais
Efficient sampling from a high-dimensional Gaussian distribution is an old but high-stake issue. Vanilla Cholesky samplers imply a computational cost and memory requirements which…
stat.CO2019★ 8 cited
Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting
Maxime Vono, Daniel Paulin, Arnaud Doucet
Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posteri…