357 citations · 1.7k across the 74 of their papers we have counts for
3 papers · 2 filters
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…
Convergence of the Wang-Landau algorithm
Gersende Fort, Benjamin Jourdain, Estelle Kuhn +2
We analyze the convergence properties of the Wang-Landau algorithm. This sampling method belongs to the general class of adaptive importance sampling strategies which use the free…
On the length of one-dimensional reactive paths
Frédéric Cérou, Arnaud Guyader, Tony Lelièvre +1
Motivated by some numerical observations on molecular dynamics simulations, we analyze metastable trajectories in a very simplecsetting, namely paths generated by a one-dimensional…