Zero variance differential geometric Markov chain Monte Carlo algorithms
DOI10.1214/13-BA848zbMATH Open1327.60140OpenAlexW1998986742WikidataQ115240861 ScholiaQ115240861MaRDI QIDQ899008FDOQ899008
Authors: T. Papamarkou, Antonietta Mira, M. Girolami 
Publication date: 21 December 2015
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1393251772
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Computational methods in Markov chains (60J22) Bayesian inference (62F15) General nonlinear regression (62J02) Software, source code, etc. for problems pertaining to statistics (62-04) Geometric probability and stochastic geometry (60D05)
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Cited In (13)
- Diffusion approximations and control variates for MCMC
- Regularized zero-variance control variates
- MCMC and the fibonacci distribution
- Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization
- Variance reduction for Markov chains with application to MCMC
- Mobility Estimation for Langevin Dynamics Using Control Variates
- Correlations between random projections and the bivariate normal
- Control variates for stochastic gradient MCMC
- Adaptive dimension reduction to accelerate infinite-dimensional geometric Markov chain Monte Carlo
- Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
- Talking across fields: a physicist's presentation of some mathematical aspects of quantum Monte Carlo methods
- Variance reduction for Metropolis-Hastings samplers
Uses Software
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