scientific article; zbMATH DE number 7626757
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Publication:5053262
Konstantinos C. Zygalakis, Jesús María Sanz-Serna
Publication date: 6 December 2022
Full work available at URL: https://arxiv.org/abs/2104.12384
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
strong convergenceMarkov chain Monte CarloBayesian inferenceLangevin diffusionnumerical analysis of SDEs
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A Proximal Markov Chain Monte Carlo Method for Bayesian Inference in Imaging Inverse Problems: When Langevin Meets Moreau ⋮ Efficient Bayesian Computation for Low-Photon Imaging Problems ⋮ Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme ⋮ Optimal friction matrix for underdamped Langevin sampling ⋮ High Order Splitting Methods for SDEs Satisfying a Commutativity Condition ⋮ Approximations of piecewise deterministic Markov processes and their convergence properties
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