MCMC using Hamiltonian dynamics
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Publication:3172405
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Cited in
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- Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion
- Ensemble slice sampling. Parallel, black-box and gradient-free inference for correlated \& multimodal distributions
- A Bayesian approach for zero-modified Skellam model with Hamiltonian MCMC
- A spatial mixed-effects regression model for electoral data
- Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
- A shared spatial model for multivariate extreme-valued binary data with non-random missingness
- Neural network gradient Hamiltonian Monte Carlo
- Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: continuous dynamics
- Considering discrepancy when calibrating a mechanistic electrophysiology model
- Robust joint modelling of longitudinal and survival data: Incorporating a time‐varying degrees‐of‐freedom parameter
- Is there an analog of Nesterov acceleration for gradient-based MCMC?
- Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition
- Contaminant transport forecasting in the subsurface using a Bayesian framework
- Time-varying auto-regressive models for count time-series
- Accelerating numerical simulation of continuous-time Boolean satisfiability solver using discrete gradient
- Spatial Bayesian latent factor regression modeling of coordinate-based meta-analysis data
- Bayesian non-parametric modeling for integro-difference equations
- Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting
- Bayesian inference with subset simulation: strategies and improvements
- On the application of improved symplectic integrators in Hamiltonian Monte Carlo
- Coupling and convergence for Hamiltonian Monte Carlo
- The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC
- Box-Cox realized asymmetric stochastic volatility models with generalized Student's \(t\)-error distributions
- An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization
- Bayesian regression and classification using Gaussian process priors indexed by probability density functions
- Flexible Bayesian dynamic modeling of correlation and covariance matrices
- Recycling intermediate steps to improve Hamiltonian Monte Carlo
- Geometric integrators and the Hamiltonian Monte Carlo method
- Fast sampling from \(\beta \)-ensembles
- Proximal Markov chain Monte Carlo algorithms
- Model transfer across additive manufacturing processes via mean effect equivalence of lurking variables
- Markov chain Monte Carlo algorithms with sequential proposals
- Subsampling MCMC -- an introduction for the survey statistician
- Limit theorems for the zig-zag process
- Child mortality estimation incorporating summary birth history data
- Statistical and deterministic inverse methods in the geosciences: introduction, review, and application to the nonlinear diffusion equation
- Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator
- Geometric ergodicity of the bouncy particle sampler
- Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification
- Kinetic energy choice in Hamiltonian/hybrid Monte Carlo
- Bayesian neural networks for uncertainty quantification in data-driven materials modeling
- A Benchmark for the Bayesian Inversion of Coefficients in Partial Differential Equations
- Geometric MCMC for infinite-dimensional inverse problems
- Polynomial chaos representation of databases on manifolds
- Irreversible samplers from jump and continuous Markov processes
- Exact recording of Metropolis-Hastings-class Monte Carlo simulations using one bit per sample
- Transport map accelerated Markov chain Monte Carlo
- Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection
- scientific article; zbMATH DE number 7626739 (Why is no real title available?)
- Particle diffusion Monte Carlo (PDMC)
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space
- Retrospective Bayesian outlier detection in INGARCH series
- Stochastic gradient Hamiltonian Monte Carlo with variance reduction for Bayesian inference
- A general metric for Riemannian manifold Hamiltonian Monte Carlo
- Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods
- Locally adaptive smoothing with Markov random fields and shrinkage priors
- Bayesian inversion using adaptive polynomial chaos kriging within subset simulation
- Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets
- Bayesian differential programming for robust systems identification under uncertainty
- Density estimation via Bayesian inference engines
- On the geometric ergodicity of Hamiltonian Monte Carlo
- Bayesian inference with optimal maps
- Computationally efficient multivariate spatio-temporal models for high-dimensional count-valued data (with discussion)
- Monte Carlo sampling from the quantum state space. I
- Empirical Bayes analysis of RNA-seq data for detection of gene expression heterosis
- Markov chain Monte Carlo and irreversibility
- Partial derivatives for the first-passage time distribution in Wiener diffusion models
- Neuronal spike train analysis using Gaussian process models
- Hierarchical Poisson models for spatial count data
- scientific article; zbMATH DE number 7370574 (Why is no real title available?)
- Stochastic gradient Markov chain Monte Carlo
- The free action of nonequilibrium dynamics
- Split Hamiltonian Monte Carlo
- Ensemble preconditioning for Markov chain Monte Carlo simulation
- Piecewise deterministic Markov processes for continuous-time Monte Carlo
- Bayesian inference for multistrain epidemics with application to \textit{Escherichia coli} O157:H7 in feedlot cattle
- Optimal Bayesian smoothing of functional observations over a large graph
- Merging MCMC subposteriors through Gaussian-process approximations
- Variational Hamiltonian Monte Carlo via score matching
- Adaptive schemes for piecewise deterministic Monte Carlo algorithms
- Massive Parallelization Boosts Big Bayesian Multidimensional Scaling
- Non-reversible Metropolis-Hastings
- Inducing wavelets into random fields via generative boosting
- Entropy-SGD: biasing gradient descent into wide valleys
- A function space HMC algorithm with second order Langevin diffusion limit
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering
- Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling
- Do items order? The psychology in IRT models
- Variational inference with NoFAS: normalizing flow with adaptive surrogate for computationally expensive models
- Couplings and quantitative contraction rates for Langevin dynamics
- Non-reversible guided Metropolis kernel
- Uncertainty quantification in scientific machine learning: methods, metrics, and comparisons
- Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data
- Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems
- Bayesian models for spatial count data with informative finite populations with application to the American community survey
- Deep Surrogate Accelerated Delayed-Acceptance Hamiltonian Monte Carlo for Bayesian Inference of Spatio-Temporal Heat Fluxes in Rotating Disc Systems
- Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
- Full Bayesian inference in hidden Markov models of plant growth
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