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accept-reject step

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Co-occurring keywords · papers mentioning both

metropolis-hastings algorithm (2) adaptive subsampling (1) large-scale inference (1) metropolis-adjusted langevin algorithm (1) langevin diffusion (1) langevin algorithm (1) large dataset (1) log-concave sampling (1) log-concave distribution (1) mixing time (1)

Papers

Log-concave sampling: Metropolis-Hastings algorithms are fast JMLR 2019 Towards scaling up Markov chain Monte Carlo: an adaptive subsampling approach ICML 2014