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 ...

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 ...

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 ...