Zero variance differential geometric Markov chain Monte Carlo algorithms
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Cites work
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- scientific article; zbMATH DE number 1560252 (Why is no real title available?)
- scientific article; zbMATH DE number 2148859 (Why is no real title available?)
- scientific article; zbMATH DE number 3992765 (Why is no real title available?)
- scientific article; zbMATH DE number 1911984 (Why is no real title available?)
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- Analysis of a nonreversible Markov chain sampler.
- Bayesian Analysis of Binary and Polychotomous Response Data
- Control Variates for the Metropolis–Hastings Algorithm
- Delayed rejection in reversible jump Metropolis-Hastings.
- Efficiency and Convergence Properties of Slice Samplers
- Estimating Bayes factors via thermodynamic integration and population MCMC
- General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities
- Improving Stochastic Relaxation for Gussian Random Fields
- Langevin diffusions and Metropolis-Hastings algorithms
- Logistic regression diagnostics
- Nesting forward-mode AD in a functional framework
- On the geometric ergodicity of hybrid samplers
- Optimal Jacobian accumulation is NP-complete
- Sampling-Based Approaches to Calculating Marginal Densities
- Semiautomatic differentiation for efficient gradient computations
- THE ESTIMATION FROM INDIVIDUAL RECORDS OF THE RELATIONSHIP BETWEEN DOSE AND QUANTAL RESPONSE
- Variance reduction through smoothing and control variates for Markov chain simulations
- Zero variance Markov chain Monte Carlo for Bayesian estimators
Cited in
(15)- Control variates for stochastic gradient MCMC
- Diffusion approximations and control variates for MCMC
- MCMC and the fibonacci distribution
- Correlations between random projections and the bivariate normal
- Variance reduction for Markov chains with application to MCMC
- Asymptotic variance for random walk Metropolis chains in high dimensions: logarithmic growth via the Poisson equation
- Mobility Estimation for Langevin Dynamics Using Control Variates
- Zero variance Markov chain Monte Carlo for Bayesian estimators
- Variance reduction for Metropolis-Hastings samplers
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
- Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization
- Regularized zero-variance control variates
- Information-geometric Markov chain Monte Carlo methods using diffusions
- Talking across fields: a physicist's presentation of some mathematical aspects of quantum Monte Carlo methods
- Adaptive dimension reduction to accelerate infinite-dimensional geometric Markov chain Monte Carlo
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