44 citations · 95 across the 8 of their papers we have counts for
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stat.ME2017
The Tamed Unadjusted Langevin Algorithm
Nicolas Brosse, Alain Durmus, Éric Moulines +1
In this article, we consider the problem of sampling from a probability measure having a density on known up to a normalizing constant, $x\mapsto \mathrm{e}^{-U(…
stat.ME2017★ 1 cited
Normalizing constants of log-concave densities
Nicolas Brosse, Alain Durmus, Éric Moulines
We derive explicit bounds for the computation of normalizing constants for log-concave densities with respect to the Lebesgue measure on . Our app…
stat.ME2017★ 19 cited
Sampling from a log-concave distribution with compact support with proximal Langevin Monte Carlo
Nicolas Brosse, Alain Durmus, Éric Moulines +1
This paper presents a detailed theoretical analysis of the Langevin Monte Carlo sampling algorithm recently introduced in Durmus et al. (Efficient Bayesian computation by proximal…