Pages that link to "Item:Q4631607"

The following pages link to Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods (Q4631607):

Displaying 50 items.

• The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method (Q144293) (← links)
• Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
• Improving the convergence of reversible samplers (Q330615) (← links)
• FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems (Q338594) (← links)
• Expectation propagation for nonlinear inverse problems -- with an application to electrical impedance tomography (Q348728) (← links)
• A comparative evaluation of stochastic-based inference methods for Gaussian process models (Q399908) (← links)
• Bayesian inference with optimal maps (Q695159) (← links)
• Hybrid Monte Carlo on Hilbert spaces (Q719371) (← links)
• Gaussian processes with built-in dimensionality reduction: applications to high-dimensional uncertainty propagation (Q726924) (← links)
• Data-driven probability concentration and sampling on manifold (Q726929) (← links)
• Extra chance generalized hybrid Monte Carlo (Q728771) (← links)
• \(\Pi\)4U: a high performance computing framework for Bayesian uncertainty quantification of complex models (Q728966) (← links)
• Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems (Q729447) (← links)
• Wang-Landau algorithm: an adapted random walk to boost convergence (Q777536) (← links)
• A neural network assisted Metropolis adjusted Langevin algorithm (Q777903) (← links)
• Asymptotic analysis of the random walk metropolis algorithm on ridged densities (Q1617150) (← links)
• Importance sampling for Kolmogorov backward equations (Q1621680) (← links)
• Marginal reversible jump Markov chain Monte Carlo with application to motor unit number estimation (Q1623396) (← links)
• Piecewise deterministic Markov processes for continuous-time Monte Carlo (Q1630397) (← links)
• Variational Hamiltonian Monte Carlo via score matching (Q1631559) (← links)
• Merging MCMC subposteriors through Gaussian-process approximations (Q1631561) (← links)
• Designing simple and efficient Markov chain Monte Carlo proposal kernels (Q1631594) (← links)
• Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares (Q1653359) (← links)
• Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs (Q1658452) (← links)
• Sequentially constrained Monte Carlo (Q1659363) (← links)
• Convergent stochastic expectation maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation (Q1663188) (← links)
• SIMD parallel MCMC sampling with applications for big-data Bayesian analytics (Q1663281) (← links)
• A tutorial on Fisher information (Q1680996) (← links)
• Polynomial chaos representation of databases on manifolds (Q1685427) (← links)
• Geometric MCMC for infinite-dimensional inverse problems (Q1685436) (← links)
• Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification (Q1695336) (← links)
• Ensemble preconditioning for Markov chain Monte Carlo simulation (Q1702007) (← links)
• An approach for finding fully Bayesian optimal designs using normal-based approximations to loss functions (Q1702013) (← links)
• Bayesian non-parametric modeling for integro-difference equations (Q1702285) (← links)
• Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions (Q1703077) (← links)
• Hamiltonian Monte Carlo acceleration using surrogate functions with random bases (Q1703832) (← links)
• Hierarchical Bayesian level set inversion (Q1703838) (← links)
• Langevin incremental mixture importance sampling (Q1703855) (← links)
• Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets (Q1704017) (← links)
• Bayesian prediction for physical models with application to the optimization of the synthesis of pharmaceutical products using chemical kinetics (Q1727860) (← links)
• Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
• Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
• On the estimation of total factor productivity: a novel Bayesian non-parametric approach (Q1740540) (← links)
• On a generalization of the preconditioned Crank-Nicolson metropolis algorithm (Q1750384) (← links)
• A novel model of costly technical efficiency (Q1754362) (← links)
• Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation (Q1790387) (← links)
• Markov-chain Monte-Carlo methods and non-identifiabilities (Q1990061) (← links)
• Support points (Q1991669) (← links)
• Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo (Q1996782) (← links)
• Markov chain Monte Carlo sampling using a reservoir method (Q2002718) (← links)