Graph-accelerated Markov chain Monte Carlo using approximate samples
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Cites work
- A framework for adaptive MCMC targeting multimodal distributions
- A general framework for the parametrization of hierarchical models
- Adaptive Monte Carlo augmented with normalizing flows
- Adaptive proposal distribution for random walk Metropolis algorithm
- Adaptively scaling the Metropolis algorithm using expected squared jumped distance
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- Bayesian constraint relaxation
- Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
- Convergence of conditional Metropolis-Hastings samplers
- Convergence of Slice Sampler Markov Chains
- Covariances, robustness, and variational Bayes
- Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods
- Discrete convex analysis
- Emerging directions in Bayesian computation
- Estimation in high dimensions: a geometric perspective
- Exponential convergence of Langevin distributions and their discrete approximations
- Fast Langevin based algorithm for MCMC in high dimensions
- Fastest Mixing Markov Chain on a Graph
- General state space Markov chains and MCMC algorithms
- Gibbs Sampling
- Global Likelihood Sampler for Multimodal Distributions
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- scientific article; zbMATH DE number 1256686 (Why is no real title available?)
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- Is there an analog of Nesterov acceleration for gradient-based MCMC?
- MCMC for imbalanced categorical data
- Non-reversible Metropolis-Hastings
- Normalizing flows for probabilistic modeling and inference
- On the shortest spanning subtree of a graph and the traveling salesman problem
- Optimal scaling for various Metropolis-Hastings algorithms.
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Parameterization and Bayesian Modeling
- Piecewise deterministic Markov processes for continuous-time Monte Carlo
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Scalable approximate MCMC algorithms for the horseshoe prior
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
- Slice sampling. (With discussions and rejoinder)
- Stability and Ergodicity of Piecewise Deterministic Markov Processes
- The Calculation of Posterior Distributions by Data Augmentation
- The geometric foundations of Hamiltonian Monte Carlo
- The zig-zag process and super-efficient sampling for Bayesian analysis of big data
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
- Weak convergence and optimal scaling of random walk Metropolis algorithms
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