Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
From MaRDI portal
Recommendations
- Proximal Markov chain Monte Carlo algorithms
- Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
- Accelerating pseudo-marginal MCMC using Gaussian processes
- scientific article; zbMATH DE number 6378055
- Accelerating Markov chain Monte Carlo with active subspaces
- A new strategy for speeding Markov chain Monte Carlo algorithms
- Stability of sequential Markov Chain Monte Carlo methods
- Markov chain Monte Carlo for exact inference for diffusions
- Accelerated dimension-independent adaptive metropolis
Cites work
- \(A\)-stability and stochastic mean-square stability
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A Hamiltonian Monte Carlo Method for Non-Smooth Energy Sampling
- A variational perspective on accelerated methods in optimization
- Accelerated methods for nonconvex optimization
- An algorithm for total variation minimization and applications
- An introduction to continuous optimization for imaging
- Analysis of Langevin Monte Carlo via convex optimization
- Bayesian Antisparse Coding
- Benchmark problems for phase retrieval
- Deep convolutional framelets: a general deep learning framework for inverse problems
- Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
- Enhancing compressed sensing 4D photoacoustic tomography by simultaneous motion estimation
- Exponential convergence of Langevin distributions and their discrete approximations
- Fast Image Recovery Using Variable Splitting and Constrained Optimization
- First-order methods in optimization
- High order numerical approximation of the invariant measure of ergodic SDEs
- High-dimensional mixture models for unsupervised image denoising (HDMI)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- Maximum-a-posteriori estimation with Bayesian confidence regions
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Nonlinear total variation based noise removal algorithms
- Optimal explicit stabilized integrator of weak order 1 for stiff and ergodic stochastic differential equations
- Proximal Markov chain Monte Carlo algorithms
- Revisiting Bayesian blind deconvolution
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations
- Scalable Bayesian uncertainty quantification in imaging inverse problems via convex optimization
- Solving inverse problems using data-driven models
- Split-and-Augmented Gibbs Sampler—Application to Large-Scale Inference Problems
- Statistical and computational inverse problems.
- The Bayesian Choice
- The Little Engine that Could: Regularization by Denoising (RED)
Cited in
(26)- Accelerating pseudo-marginal MCMC using Gaussian processes
- Proximal nested sampling for high-dimensional Bayesian model selection
- Accelerating Markov chain Monte Carlo with active subspaces
- A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau
- scientific article; zbMATH DE number 7626757 (Why is no real title available?)
- Bayesian Imaging Using Plug & Play Priors: When Langevin Meets Tweedie
- Bayesian Imaging with Data-Driven Priors Encoded by Neural Networks
- Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. I: Methodology and experiments
- How to combine fast heuristic Markov chain Monte Carlo with slow exact sampling
- Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions
- Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors
- The Split Gibbs Sampler Revisited: Improvements to Its Algorithmic Structure and Augmented Target Distribution
- On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent
- Efficient Bayesian Computation for Low-Photon Imaging Problems
- Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo
- Accelerating proximal Markov chain Monte Carlo by using an explicit stabilised method
- Accelerated Bayesian imaging by relaxed proximal-point Langevin sampling
- Marginal likelihood estimation in semiblind image deconvolution: a stochastic approximation approach
- Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024
- Diffusion at absolute zero: Langevin sampling using successive Moreau envelopes
- Uncertainty estimation for learning-based classification of corrupted images
- Proximal MCMC for Bayesian Inference of Constrained and Regularized Estimation
- Sampling strategies in Bayesian inversion: a study of RTO and Langevin methods
- Piecewise deterministic sampling with splitting schemes
- Efficient Bayesian computation using plug-and-play priors for Poisson inverse problems
- A plug-and-play method with inpainting network for Bayesian uncertainty quantification in imaging
This page was built for publication: Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3296473)
