339 citations · 551 across the 39 of their papers we have counts for
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Optimal scaling for the transient phase of Metropolis Hastings algorithms: The longtime behavior
Benjamin Jourdain, Tony Lelièvre, Błażej Miasojedow
We consider the Random Walk Metropolis algorithm on with Gaussian proposals, and when the target probability measure is the -fold product of a one-dimensional law…
Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit
Benjamin Jourdain, Tony Lelièvre, Błażej Miasojedow
We consider the random walk Metropolis algorithm on with Gaussian proposals, and when the target probability measure is the -fold product of a one-dimensional law…
Adaptive parallel tempering algorithm
Blazej Miasojedow, Eric Moulines, Matti Vihola
Parallel tempering is a generic Markov chain Monte Carlo sampling method which allows good mixing with multimodal target distributions, where conventional Metropolis-Hastings algor…
Hoeffding's inequalities for geometrically ergodic Markov chains on general state space
Błażej Miasojedow
We consider Markov chain with spectral gap in space. Assume that is a bounded function. Then the probabilities of large deviations of average along trajectory satisfy Hoe…