A. Durmus

activity

20142026

most citedNon-asymptotic convergence analysis for the Unadjusted Langevin Algorithm

88 citations · 487 across the 78 of their papers we have counts for

collaborators

Showing 2017 · stat.MEShow all

3 papers · 2 filters

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 $π$ having a density on $R^{d}$ 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 $Z$ for log-concave densities $π = exp (- U) / Z$ with respect to the Lebesgue measure on $R^{d}$ . 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…