Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
From MaRDI portal
Publication:4631607
Recommendations
- A general metric for Riemannian manifold Hamiltonian Monte Carlo
- Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- Proximal Markov chain Monte Carlo algorithms
- MCMC using Hamiltonian dynamics
Cited in
(only showing first 100 items - show all)- Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
- Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
- On the geometric ergodicity of Hamiltonian Monte Carlo
- Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
- Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme
- Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior
- Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: continuous dynamics
- A novel model of costly technical efficiency
- Scalable Optimization-Based Sampling on Function Space
- Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs
- Markov chain Monte Carlo sampling using a reservoir method
- Noisy Hamiltonian Monte Carlo for Doubly Intractable Distributions
- Bayesian non-parametric modeling for integro-difference equations
- Stochastic gradient Markov chain Monte Carlo
- Accelerating Markov chain Monte Carlo with active subspaces
- Statistical Inference, Learning and Models in Big Data
- Piecewise deterministic Markov processes for continuous-time Monte Carlo
- Designing simple and efficient Markov chain Monte Carlo proposal kernels
- Merging MCMC subposteriors through Gaussian-process approximations
- Variational Hamiltonian Monte Carlo via score matching
- Support points
- On the application of improved symplectic integrators in Hamiltonian Monte Carlo
- INLA or MCMC? A tutorial and comparative evaluation for spatial prediction in log-Gaussian Cox processes
- An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization
- Geometric integrators and the Hamiltonian Monte Carlo method
- Proximal Markov chain Monte Carlo algorithms
- Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares
- Asymptotic analysis of the random walk metropolis algorithm on ridged densities
- Adaptive step size selection for Hessian-based manifold Langevin samplers
- Importance sampling for Kolmogorov backward equations
- Marginal reversible jump Markov chain Monte Carlo with application to motor unit number estimation
- An approach for finding fully Bayesian optimal designs using normal-based approximations to loss functions
- Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification
- Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
- Inference of a mesoscopic population model from population spike trains
- Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
- Variance reduction for Metropolis-Hastings samplers
- A tutorial on Fisher information
- Geometric MCMC for infinite-dimensional inverse problems
- Polynomial chaos representation of databases on manifolds
- Some Remarks on Preconditioning Molecular Dynamics
- Modified Hamiltonian Monte Carlo for Bayesian inference
- On the estimation of total factor productivity: a novel Bayesian non-parametric approach
- Bayesian computation for Log-Gaussian Cox processes: a comparative analysis of methods
- ATLAS: a geometric approach to learning high-dimensional stochastic systems near manifolds
- Transport map accelerated Markov chain Monte Carlo
- scientific article; zbMATH DE number 7415079 (Why is no real title available?)
- Intrinsic stochastic differential equations as jets
- Nonstandard conditionally specified models for nonignorable missing data
- Optimal control and additive perturbations help in estimating ill-posed and uncertain dynamical systems
- Particle diffusion Monte Carlo (PDMC)
- Bayesian computation: a summary of the current state, and samples backwards and forwards
- Hamiltonian Monte Carlo acceleration using surrogate functions with random bases
- Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space
- Stochastic gradient Hamiltonian Monte Carlo with variance reduction for Bayesian inference
- Importance sampling from posterior distributions using copula-like approximations
- A general metric for Riemannian manifold Hamiltonian Monte Carlo
- Parallel local approximation MCMC for expensive models
- SIMD parallel MCMC sampling with applications for big-data Bayesian analytics
- Hierarchical Bayesian level set inversion
- Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets
- Incompressible Euler equations with stochastic forcing: a geometric approach
- Endogenous productivity: a new Bayesian perspective
- Some recent developments in Markov chain Monte Carlo for cointegrated time series
- Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation
- Informed proposals for local MCMC in discrete spaces
- Bayesian hierarchical modeling of extreme hourly precipitation in Norway
- Affine invariant interacting Langevin dynamics for Bayesian inference
- Is there an analog of Nesterov acceleration for gradient-based MCMC?
- Bayesian inversion of a diffusion model with application to biology
- Efficient Bayesian inference with latent Hamiltonian neural networks in no-U-turn sampling
- Shared subspace models for multi-group covariance estimation
- Symmetrically processed splitting integrators for enhanced Hamiltonian Monte Carlo sampling
- Learning physics-based models from data: perspectives from inverse problems and model reduction
- Stochastic gradient MCMC for state space models
- A stable manifold MCMC method for high dimensions
- Approximate blocked Gibbs sampling for Bayesian neural networks
- Ensemble inference methods for models with noisy and expensive likelihoods
- Split Hamiltonian Monte Carlo revisited
- MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
- Nearly optimal Bayesian shrinkage for high-dimensional regression
- Box-Cox realized asymmetric stochastic volatility models with generalized Student's \(t\)-error distributions
- Flexible Bayesian dynamic modeling of correlation and covariance matrices
- Recycling intermediate steps to improve Hamiltonian Monte Carlo
- Generalized estimation of productivity with multiple bad outputs: the importance of materials balance constraints
- Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics
- Hierarchical models and tuning of random walk Metropolis algorithms
- Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization
- Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
- Hamiltonian Monte Carlo based on evidence framework for Bayesian learning to neural network
- On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations
- Model selection in Bayesian neural networks via horseshoe priors
- Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
- Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
- Adaptive weighting of Bayesian physics informed neural networks for multitask and multiscale forward and inverse problems
- HMC: reducing the number of rejections by not using leapfrog and some results on the acceptance rate
- Ergodic SDEs on submanifolds and related numerical sampling schemes
- Stochastic gradient Langevin dynamics with adaptive drifts
- Irreversible samplers from jump and continuous Markov processes
- Fokker-Planck particle systems for Bayesian inference: computational approaches
This page was built for publication: Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4631607)
