88 citations · 487 across the 78 of their papers we have counts for
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math.ST2015★ 88 cited
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm
Alain Durmus, Eric Moulines
In this paper, we study a method to sample from a target distribution over having a positive density with respect to the Lebesgue measure, known up to a normalis…
math.NA2015★ 10 cited
Fast Langevin based algorithm for MCMC in high dimensions
Alain Durmus, Gareth O. Roberts, Gilles Vilmart +1
We introduce new Gaussian proposals to improve the efficiency of the standard Hastings-Metropolis algorithm in Markov chain Monte Carlo (MCMC) methods, used for the sampling from a…