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 ...

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 ...

In Jourdain et al. (Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit (2012) Preprint), we generalize this result when the initial distribution is ...