Concepedia

Metropolis-adjusted Langevin Algorithm

The Metropolis-Adjusted Langevin Algorithm is a Markov chain Monte Carlo method that combines Langevin dynamics with the Metropolis-Hastings correction to ensure convergence to the target distribution by proposing moves biased toward regions of higher probability density via gradient information.

37

Publications

4.4K

Citations

79

Authors

60

Institutions

Publications per year

2017–2026

16

Parents

Publications

37

Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

Mark Girolami, Ben Calderhead · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2011 · 1.5K citations · Full text

, , +16

Exponential Convergence of Langevin Distributions and Their Discrete Approximations

Gareth O. Roberts, Richard L. Tweedie · Bernoulli · 1996 · 1K citations

, , +17

Langevin Diffusions and Metropolis-Hastings Algorithms

Gareth O. Roberts, Osnat Stramer · Methodology And Computing In Applied Probability · 2002 · 258 citations

, , +14

An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift

Yves F. Atchadé · Methodology And Computing In Applied Probability · 2006 · 160 citations

, , +13

Proximal Markov chain Monte Carlo algorithms

Marcelo Pereyra · Statistics and Computing · 2015 · 150 citations · Full text

, , +16

1–5 of 37

Authors

79

  1. MG
    Mark Girolami

    University of Glasgow, United Kingdom

    4 publications · 1.7K citations

    4

    h-index

  2. GO
    Gareth O. Roberts

    University of Warwick, United Kingdom

    4 publications · 1.3K citations

    4

    h-index

  3. WT
    Wilson Tsakane Mongwe

    University of Johannesburg, South Africa

    3 publications · 47 citations

    3

    h-index

  4. RM
    Rendani Mbuvha

    University of the Witwatersrand, South Africa

    3 publications · 47 citations

    3

    h-index

  5. ÉM
    Éric Moulines

    Télécom Paris, France

    3 publications · 79 citations

    3

    h-index

1–5 of 79

Institutions

60

  1. Lancaster University

    Lancaster, United Kingdom

    4 h-index

    8 publications

    725 citations

  2. University College London

    London, United Kingdom

    3 h-index

    7 publications

    3.4K citations

  3. Laboratoire Traitement et Communication de l’Information

    Palaiseau, France

    3 h-index

    5 publications

    135 citations

  4. University of Johannesburg

    Johannesburg, South Africa

    3 h-index

    8 publications

    130 citations

  5. University of the Witwatersrand

    Johannesburg, South Africa

    3 h-index

    3 publications

    47 citations

  6. Centre National de la Recherche Scientifique

    Paris, France

    2 h-index

    5 publications

    149 citations

  7. Centre de Mathématiques Appliquées de l'École polytechnique

    Palaiseau, France

    2 h-index

    5 publications

    112 citations

  8. Télécom Paris

    Palaiseau, France

    2 h-index

    5 publications

    158 citations

1–8 of 60

Venues

  1. arXiv (Cornell University)

    Repository · 5 publications · 156 citations

    5

    h-index

  2. The Annals of Applied Probability

    3 publications · 129 citations

    3

    h-index

  3. IEEE Transactions on Signal Processing

    2 publications · 79 citations

    2

    h-index

  4. 2

    h-index

  5. Statistics and Computing

    2 publications · 187 citations

    2

    h-index

1–5