Scalable couplings for the random walk Metropolis algorithm
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Cites work
- A weakly informative default prior distribution for logistic and other regression models
- Asymptotic analysis of the random walk metropolis algorithm on ridged densities
- Bounding Wasserstein Distance with Couplings
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- Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors
- Diffusion limit for the random walk Metropolis algorithm out of stationarity
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- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Optimal Transport
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- Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
- Optimal scaling of the random walk Metropolis: general criteria for the 0.234 acceptance rule
- Optimal tuning of the hybrid Monte Carlo algorithm
- Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
- The Barker Proposal: Combining Robustness and Efficiency in Gradient-Based MCMC
- The pseudo-marginal approach for efficient Monte Carlo computations
- Unbiased Hamiltonian Monte Carlo with couplings
- Unbiased Markov Chain Monte Carlo Methods with Couplings
- Unbiased Markov chain Monte Carlo for intractable target distributions
- Weak convergence and optimal scaling of random walk Metropolis algorithms
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