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Lionel Riou-Durand

1 paper hereh-index 12 citations1 works total

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1 paper

stat.CO2026

On randomized step sizes in Metropolis-Hastings algorithms

Sebastiano Grazzi, Samuel Livingstone, Lionel Riou-Durand

The performance of Metropolis-Hastings algorithms is highly sensitive to the choice of step size, and miss-specification can lead to severe loss of efficiency. We study algorithms…

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