MCMC using Hamiltonian dynamics

zbMATH Open1229.65018MaRDI QIDQ3172405FDOQ3172405

Publication date: 5 October 2011

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Accelerating numerical simulation of continuous-time Boolean satisfiability solver using discrete gradient
The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC
Bayesian inversion using adaptive polynomial chaos kriging within subset simulation
Bayesian non-parametric modeling for integro-difference equations
Irreversible samplers from jump and continuous Markov processes
Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: continuous dynamics
Bayesian regression and classification using Gaussian process priors indexed by probability density functions
Flexible Bayesian dynamic modeling of correlation and covariance matrices
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Robust joint modelling of longitudinal and survival data: Incorporating a time‐varying degrees‐of‐freedom parameter
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A Benchmark for the Bayesian Inversion of Coefficients in Partial Differential Equations
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Proximal Markov chain Monte Carlo algorithms
Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting
An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization
Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
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Generalized darting Monte Carlo
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On the geometric ergodicity of Hamiltonian Monte Carlo
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Efficient Bayesian inference of general Gaussian models on large phylogenetic trees
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Bayesian functional joint models for multivariate longitudinal and time-to-event data
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Variational Hamiltonian Monte Carlo via score matching
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A mathematical model for the dynamics and MCMC analysis of tomato bacterial wilt disease
Coordinate sampler: a non-reversible Gibbs-like MCMC sampler
Non-reversible Metropolis-Hastings
Extra chance generalized hybrid Monte Carlo
Ensemble Kalman sampler: mean-field limit and convergence analysis
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Modified Hamiltonian Monte Carlo for Bayesian inference
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