[hal-01077273] Majorize-Minimize adapted Metropolis-Hastings algorithm Application to multichannel image recovery

One challenging task in MCMC methods is the choice of the proposal density It should ideally provide an accurate approximation of the target density with a low computational cost In this paper we are interested in Langevin diffusion where the proposal accounts for a directional component We propose a novel method for tuning the related drift term This term is preconditioned by an adaptive matrix based on a Majorize-Minimize strategy This new procedure is shown to exhibit a good performance in a multispectral image restoration example



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