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most citedReflection couplings and contraction rates for diffusions

136 citations · 308 across the 13 of their papers we have counts for

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math.PR2012★ 29 cited

Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions

Andreas Eberle

The Metropolis-adjusted Langevin algorithm (MALA) is a Metropolis-Hastings method for approximate sampling from continuous distributions. We derive upper bounds for the contraction…