Accelerated Dimension-Independent Adaptive Metropolis (Q2830629): Difference between revisions

From MaRDI portal
Changed an Item
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1506.05741 / rank
 
Normal rank
Property / cites work
 
Property / cites work: KBLAS / rank
 
Normal rank
Property / cites work
 
Property / cites work: LAPACK Users' Guide / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the ergodicity properties of some adaptive MCMC algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal tuning of the hybrid Monte Carlo algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: MCMC METHODS FOR DIFFUSION BRIDGES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large‐Scale Inverse Problems and Quantification of Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4219109 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving large-scale PDE-constrained Bayesian inverse problems with Riemann manifold Hamiltonian Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: MCMC methods for functions: modifying old algorithms to make them faster / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learn From Thy Neighbor: Parallel-Chain and Regional Adaptive MCMC / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dimension-independent likelihood-informed MCMC / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-informed dimension reduction for nonlinear inverse problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Monte Carlo Samplers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of adaptive and interacting Markov chain Monte Carlo algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem for adaptive and interacting Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference from iterative simulation using multiple sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence rates of posterior distributions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4864274 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: An adaptive Metropolis algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Componentwise adaptation for high dimensional MCMC / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo sampling methods using Markov chains and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inversion and Monte Carlo sampling methods in electrical impedance tomography / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equi-energy sampler with applications in statistical inference and statistical mechanics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Information and Sufficiency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Proposals which speed up function-space MCMC / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral Methods for Uncertainty Quantification / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion limits of the random walk Metropolis algorithm in high dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equation of State Calculations by Fast Computing Machines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains and stochastic stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust and Scalable Bayes via a Median of Subset Posterior Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian learning for neural networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4267796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and optimal scaling of random walk Metropolis algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Scaling of Discrete Approximations to Langevin Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal scaling for various Metropolis-Hastings algorithms. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential convergence of Langevin distributions and their discrete approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the ergodicity of the adaptive Metropolis algorithm on unbounded domains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scaling limits in computational Bayesian inversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient MCMC for climate model parameter estimation: parallel adaptive chains and early rejection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inverse problems: A Bayesian perspective / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inverse Problem Theory and Methods for Model Parameter Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on Metropolis-Hastings kernels for general state spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust adaptive Metropolis algorithm with coerced acceptance rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3100328536 / rank
 
Normal rank

Latest revision as of 09:25, 30 July 2024

scientific article
Language Label Description Also known as
English
Accelerated Dimension-Independent Adaptive Metropolis
scientific article

    Statements

    Accelerated Dimension-Independent Adaptive Metropolis (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 October 2016
    0 references
    Markov chain Monte Carlo
    0 references
    big data
    0 references
    Bayesian inference
    0 references
    adaptive Metropolis
    0 references
    Metropolis-Hastings
    0 references
    blas
    0 references
    GPU acceleration
    0 references
    high performance computing
    0 references
    numerical example
    0 references
    parallel computation
    0 references
    algorithm
    0 references
    convergence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references