/2020-SIIMS-AcceleratingMCMCmethods

Here you can find MATLAB/PYTHON code to replicate some of the results found in the paper: "Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method", Marcelo Pereyra, Luis Vargas Mieles, and Konstantinos C. Zygalakis, Volume 13, Issue 2, pages 905-935, https://epubs.siam.org/doi/abs/10.1137/19M1283719

Primary LanguageMATLAB

2020-SIIMS-AcceleratingMCMCmethods

Here you can find MATLAB/PYTHON code to replicate some of the results found in the paper: "Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method", Marcelo Pereyra, Luis Vargas Mieles, and Konstantinos C. Zygalakis, SIAM Journal on Imaging Science, Volume 13, Issue 2, pages 905-935, https://epubs.siam.org/doi/abs/10.1137/19M1283719