A stable manifold MCMC method for high dimensions
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Publication:2453920
DOI10.1016/j.spl.2014.03.016zbMath1296.60194arXiv1403.7711OpenAlexW1982482186MaRDI QIDQ2453920
Publication date: 11 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.7711
Related Items (6)
Dimension-independent likelihood-informed MCMC ⋮ Scaling Up Bayesian Uncertainty Quantification for Inverse Problems Using Deep Neural Networks ⋮ Bayesian spatiotemporal modeling for inverse problems ⋮ Adaptive dimension reduction to accelerate infinite-dimensional geometric Markov chain Monte Carlo ⋮ MALA-within-Gibbs Samplers for High-Dimensional Distributions with Sparse Conditional Structure ⋮ An Adaptive Independence Sampler MCMC Algorithm for Bayesian Inferences of Functions
Cites Work
- A note on Metropolis-Hastings kernels for general state spaces
- Optimal scaling for various Metropolis-Hastings algorithms.
- Advanced MCMC methods for sampling on diffusion pathspace
- Posterior consistency of logistic Gaussian process priors in density estimation
- Inverse problems: A Bayesian perspective
- Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion
- MCMC METHODS FOR DIFFUSION BRIDGES
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
- MCMC methods for functions: modifying old algorithms to make them faster
- Stochastic Equations in Infinite Dimensions
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