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Fast Langevin based algorithm for MCMC in high dimensions

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Academic year: 2021

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Table 1: Summary of ergodicity results for the Metropolis-Hastings algorithms for the class E (β, γ)
Table 2: Summary of ergodicity results for the unadjusted proposals for the class E (β, γ)
Figure 1: First-order efficiency of the new fMALA and the standard MALA as a function of the overall acceptance rates for the dimensions d = 10, 50, 100, 200, respectively, for the double well potential with g(x) = − 1 4 x 4 + 12 x 2

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