Monte Carlo strategies in scientific computing.
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Publication:2473574
Bayesian missing data problemschain-structured modelscluster algorithmscomputational biologyconvergenceexact sampling methodGibbs samplerIsing modelMarkov chainsMarkov Monte CarloMetropolis algorithmmolecular dynamicsmolecular simulationMonte Carlopopulation geneticssequential Monte Carlosignal processingtextbook
Computational methods in Markov chains (60J22) Sampling theory, sample surveys (62D05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Interacting particle systems in time-dependent statistical mechanics (82C22) Population dynamics (general) (92D25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
See the review of the original edition (2001; Zbl 0991.65001).
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- Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling
- Angle-based models for ranking data
- A Bayesian approach to multiscale inverse problems with on-the-fly scale determination
- Predictive coarse-graining
- Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
- Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
- A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
- Importance sampling from posterior distributions using copula-like approximations
- Two-scale spatial models for binary data
- Importance sampling: intrinsic dimension and computational cost
- Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion)
- Hybrid schemes for exact conditional inference in discrete exponential families
- Rank tests from partially ordered data using importance and MCMC sampling methods
- The algebra of reversible Markov chains
- Identification and sampling of Bayesian posteriors of high-dimensional symmetric positive-definite matrices for data-driven updating of computational models
- Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
- Kolmogorov-Smirnov test for spatially correlated data
- Deep UQ: learning deep neural network surrogate models for high dimensional uncertainty quantification
- Random walks on the BMW monoid: an algebraic approach
- Permanental generating functions and sequential importance sampling
- Evaluation of four multiple imputation methods for handling missing binary outcome data in the presence of an interaction between a dummy and a continuous variable
- Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions
- Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations
- A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget
- Real-time estimation and prediction of unsteady flows using reduced-order models coupled with few measurements
- Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions
- Robust discrete choice models with \(t\)-distributed kernel errors
- Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems
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- Weighted approximate Bayesian computation via Sanov's theorem
- Couplings for Andersen dynamics
- Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems
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- Sequential approximation of functions in Sobolev spaces using random samples
- Stochastic model order reduction in randomly parametered linear dynamical systems
- Bayesian model discrimination for partially-observed epidemic models
- Modified Hamiltonian Monte Carlo for Bayesian inference
- Coordinate sampler: a non-reversible Gibbs-like MCMC sampler
- A transport-based multifidelity preconditioner for Markov chain Monte Carlo
- Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions
- Generalized multiple importance sampling
- Statistical verification of PCTL using antithetic and stratified samples
- Error propagation in isometric log-ratio coordinates for compositional data: theoretical and practical considerations
- Resampling: an improvement of importance sampling in varying population size models
- Consistency of adaptive importance sampling and recycling schemes
- Optimal tuning of the hybrid Monte Carlo algorithm
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- A general theory of particle filters in hidden Markov models and some applications
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- Bayes model selection with path sampling: factor models and other examples
- Hierarchical Bayesian inference for ill-posed problems via variational method
- Coupling and convergence for Hamiltonian Monte Carlo
- Dynamic network reconstruction from heterogeneous datasets
- Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis
- Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients
- Time-separated stochastic mechanics for the simulation of viscoelastic structures with local random material fluctuations
- Staying the course: iteratively locating equilibria of dynamical systems on Riemannian manifolds defined by point-clouds
- Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems
- Nonparametric variable selection, clustering and prediction for large biological datasets
- Geodesic Monte Carlo on embedded manifolds
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- Probabilistic star discrepancy bounds for double infinite random matrices
- Control Theory and Experimental Design in Diffusion Processes
- Simulation and the Monte Carlo method
- Variance reduction using nonreversible Langevin samplers
- A tale of three probabilistic families: discriminative, descriptive, and generative models
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- Importance Sampling and Necessary Sample Size: An Information Theory Approach
- Variational theory and computations in stochastic plasticity
- Multiset Model Selection
- Speeding up MCMC by Delayed Acceptance and Data Subsampling
- A probabilistic graphical model approach to stochastic multiscale partial differential equations
- Kullback-Leibler approximation for probability measures on infinite dimensional spaces
- Impact of data assimilation on cost-accuracy tradeoff in multifidelity models
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- Diffusion limits of the random walk Metropolis algorithm in high dimensions
- Computing highly accurate or exact \(P\)-values using importance sampling
- Stochastic modelling of urban structure
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- Some Numerical Methods for Rare Events Simulation and Analysis
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- Beyond the model limit: parameter inference across scales
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