Log-concave sampling: Metropolis-Hastings algorithms are fast
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Cited in
(38)- Fast mixing of Metropolized Hamiltonian Monte Carlo: benefits of multi-step gradients
- On sampling from a log-concave density using kinetic Langevin diffusions
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
- Ergodicity of the infinite swapping algorithm at low temperature
- Is there an analog of Nesterov acceleration for gradient-based MCMC?
- An entropic approach for Hamiltonian Monte Carlo: the idealized case
- Convergence of Position-Dependent MALA with Application to Conditional Simulation in GLMMs
- Optimal convergence rate of Hamiltonian Monte Carlo for strongly logconcave distributions
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- Truncated log-concave sampling for convex bodies with reflective Hamiltonian Monte Carlo
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- Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity
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- Sampling from a log-concave distribution with projected Langevin Monte Carlo
- Ensemble Kalman sampler: mean-field limit and convergence analysis
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