Optimal Scaling of Discrete Approximations to Langevin Diffusions
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Cited in
(only showing first 100 items - show all)- A null space method for over-complete blind source separation
- Bayesian density estimation from grouped continuous data
- Exponential convergence of Langevin distributions and their discrete approximations
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Langevin diffusions and Metropolis-Hastings algorithms
- Optimal scaling for various Metropolis-Hastings algorithms.
- Black-Litterman model for continuous distributions
- Sequential Monte Carlo EM for multivariate probit models
- Efficient MCMC for temporal epidemics via parameter reduction
- Piecewise deterministic Markov processes for continuous-time Monte Carlo
- Merging MCMC subposteriors through Gaussian-process approximations
- Designing simple and efficient Markov chain Monte Carlo proposal kernels
- Weighted multilevel Langevin simulation of invariant measures
- Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs
- A Dirichlet form approach to MCMC optimal scaling
- Optimal strategies for the control of autonomous vehicles in data assimilation
- The stochastic quasi-chemical model for bacterial growth: variational Bayesian parameter update
- X-TMCMC: adaptive kriging for Bayesian inverse modeling
- Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution
- Optimal scaling of MaLa for nonlinear regression.
- Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
- Adaptive Gibbs samplers and related MCMC methods
- Langevin-type models. I: Diffusions with given stationary distributions and their discretizations
- f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models
- A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model
- Making inference of British household's happiness efficiency: a Bayesian latent model
- Efficiency of delayed-acceptance random walk metropolis algorithms
- A piecewise deterministic Monte Carlo method for diffusion bridges
- MALA with annealed proposals: a generalization of locally and globally balanced proposal distributions
- Geometric adaptive Monte Carlo in random environment
- Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
- Automatic zig-zag sampling in practice
- Calibrate, emulate, sample
- Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
- Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity
- Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
- An adaptive multiple-try Metropolis algorithm
- Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system
- Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications
- On sampling from a log-concave density using kinetic Langevin diffusions
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift
- Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets
- Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations
- Optimal scaling of random-walk Metropolis algorithms on general target distributions
- Markov chain Monte Carlo algorithms with sequential proposals
- Localization for MCMC: sampling high-dimensional posterior distributions with local structure
- LGM split sampler: an efficient MCMC sampling scheme for latent Gaussian models
- Simulator-free solution of high-dimensional stochastic elliptic partial differential equations using deep neural networks
- Informed reversible jump algorithms
- Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities
- On the limitations of single-step drift and minorization in Markov chain convergence analysis
- User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
- Stochastic seismic waveform inversion using generative adversarial networks as a geological prior
- Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions
- Non-asymptotic guarantees for sampling by stochastic gradient descent
- Bayesian network marker selection via the thresholded graph Laplacian Gaussian prior
- Weight-preserving simulated tempering
- Sampling from manifold-restricted distributions using tangent bundle projections
- Non-stationary phase of the MALA algorithm
- Hybrid Monte Carlo methods for sampling probability measures on submanifolds
- Diffusion limit for the random walk Metropolis algorithm out of stationarity
- On the efficiency of pseudo-marginal random walk Metropolis algorithms
- Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit
- An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique
- Dimension-independent likelihood-informed MCMC
- Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction
- Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions
- Optimal tuning of the hybrid Monte Carlo algorithm
- Minimising MCMC variance via diffusion limits, with an application to simulated tempering
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
- Langevin diffusions and the Metropolis-adjusted Langevin algorithm
- Weak convergence of Metropolis algorithms for non-I.I.D. target distributions
- On the stability of sequential Monte Carlo methods in high dimensions
- Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Computation of Gaussian orthant probabilities in high dimension
- Adaptive thermostats for noisy gradient systems
- Accelerated dimension-independent adaptive metropolis
- Markov chain Monte Carlo inference for Markov jump processes via the linear noise approximation
- Efficient Markov chain Monte Carlo methods for decoding neural spike trains
- Bayesian Prediction of Spatial Count Data Using Generalized Linear Mixed Models
- A Randomized Maximum A Posteriori Method for Posterior Sampling of High Dimensional Nonlinear Bayesian Inverse Problems
- Generalization of discrete-time geometric bounds to convergence rate of Markov processes on Rn
- Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
- MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
- FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems
- Non-reversible Metropolis-Hastings
- Optimal scaling of Metropolis algorithms: Heading toward general target distributions
- Stability of partially implicit Langevin schemes and their MCMC variants
- Diffusion limits of the random walk Metropolis algorithm in high dimensions
- Optimal metropolis algorithms for product measures on the vertices of a hypercube
- Markov-chain monte carlo: Some practical implications of theoretical results
- Approximate forward-backward algorithm for a switching linear Gaussian model
- Iterative importance sampling algorithms for parameter estimation
- Bayesian adaptation of chaos representations using variational inference and sampling on geodesics
- Parallel local approximation MCMC for expensive models
- Langevin diffusion for population based sampling with an application in Bayesian inference for pharmacodynamics
- Langevin dynamics with general kinetic energies
- On the Use of Local Optimizations within Metropolis–Hastings Updates
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