Adaptive multiple importance sampling for Gaussian processes
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Cites work
- A comparative evaluation of stochastic-based inference methods for Gaussian process models
- A general framework for the parametrization of hierarchical models
- Adaptive importance sampling in monte carlo integration
- Adaptive multiple importance sampling
- Adaptive proposal distribution for random walk Metropolis algorithm
- An adaptive Metropolis algorithm
- Approximations for binary Gaussian process classification
- Assessing approximate inference for binary Gaussian process classification.
- Bayesian calibration of computer models. (With discussion)
- Consistency of adaptive importance sampling and recycling schemes
- Convergence of adaptive mixtures of importance sampling schemes
- Efficient global optimization of expensive black-box functions
- Equation of state calculations by fast computing machines
- Gaussian processes for machine learning.
- scientific article; zbMATH DE number 4174133 (Why is no real title available?)
- scientific article; zbMATH DE number 1522714 (Why is no real title available?)
- Inference from iterative simulation using multiple sequences
- INLA or MCMC? A tutorial and comparative evaluation for spatial prediction in log-Gaussian Cox processes
- Markov chain Monte Carlo: can we trust the third significant figure?
- Minimum variance importance samplingviaPopulation Monte Carlo
- Monte Carlo sampling methods using Markov chains and their applications
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
- Optimal tuning of the hybrid Monte Carlo algorithm
- Pattern recognition and machine learning.
- Probabilistic prediction of neurological disorders with a statistical assessment of neuroimaging data modalities
- Recursive nonlinear estimation. A geometric approach
- Safe and Effective Importance Sampling
- Slice sampling. (With discussions and rejoinder)
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- The pseudo-marginal approach for efficient Monte Carlo computations
- Weak convergence and optimal scaling of random walk Metropolis algorithms
Cited in
(5)- Consistency of adaptive importance sampling and recycling schemes
- BUAK-AIS: efficient Bayesian updating with active learning kriging-based adaptive importance sampling
- Altering Gaussian process to Student-t process for maximum distribution construction
- Adaptive Gaussian Process Approximation for Bayesian Inference with Expensive Likelihood Functions
- Data fusion with Gaussian processes for estimation of environmental hazard events
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