The Metropolis-adjusted Langevin algorithm (MALA) is a Metropolis-Hastings method for approximate sampling from continuous distributions. We derive upper bounds for the contraction rate in Kantorovich ...

The waste-recycling Monte Carlo (WRMC) algorithm introduced by physicists is a modification of the (multi-proposal) Metropolis–Hastings algorithm, which makes use of all the proposals in the empirical ...

The Metropolis algorithm, which Dr. Rosenbluth programmed, is the basis of what today are called Markov Chain Monte Carlo methods, a mathematics of probability and statistics that provide ...