88 citations · 487 across the 78 of their papers we have counts for
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stat.CO2016★ 8 cited
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
Alain Durmus, Eric Moulines, Marcelo Pereyra
Modern imaging methods rely strongly on Bayesian inference techniques to solve challenging imaging problems. Currently, the predominant Bayesian computation approach is convex opti…
math.ST2016★ 10 cited
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm
Alain Durmus, Eric Moulines
We consider in this paper the problem of sampling a high-dimensional probability distribution having a density with respect to the Lebesgue measure on , known up…
math.PR2016★ 2 cited
Optimal scaling of the Random Walk Metropolis algorithm under Lp mean differentiability
Alain Durmus, Sylvain Le Corff, Eric Moulines +1
This paper considers the optimal scaling problem for high-dimensional random walk Metropolis algorithms for densities which are differentiable in Lp mean but which may be irregular…