NUTS

swMATH43468MaRDI QIDQ1350865FDOQ1350865

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Source code repository: https://github.com/mfouesneau/NUTS

Described by source

• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo

Cited In (only showing first 100 items - show all)

• Subsampling MCMC -- an introduction for the survey statistician
• Automatic zig-zag sampling in practice
• Fast mixing of Metropolized Hamiltonian Monte Carlo: benefits of multi-step gradients
• Probabilistic programming language and its incremental evaluation
• Distributed Bayesian learning with stochastic natural gradient expectation propagation and the posterior server
• A dyadic IRT model
• Bayesian physics informed neural networks for real-world nonlinear dynamical systems
• Constrained Bayesian optimization with noisy experiments
• Fundamental tools for developing likelihood functions within ACT-R
• Simulations of social distancing scenarios and analysis of strategies to predict the spread of COVID-19
• Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion
• Robust sparse Bayesian infinite factor models
• An application of computable distributions to the semantics of probabilistic programming languages
• Cauchy Markov random field priors for Bayesian inversion
• Locally adaptive smoothing with Markov random fields and shrinkage priors
• Coupling and convergence for Hamiltonian Monte Carlo
• A Bayesian algorithm based on auxiliary variables for estimating GRM with non-ignorable missing data
• Learning functional priors and posteriors from data and physics
• Visualizing the invisible: the effect of asymptomatic transmission on the outbreak dynamics of COVID-19
• Bayesian singular value regularization via a cumulative shrinkage process
• The reproduction number of COVID-19 and its correlation with public health interventions
• Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
• Continualization of probabilistic programs with correction
• Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains
• Large-scale inference of correlation among mixed-type biological traits with phylogenetic multivariate probit models
• A Bayesian mixed-effects model to learn trajectories of changes from repeated manifold-valued observations
• Bayesian inference on structural impulse response functions
• Bayesian inference over the Stiefel manifold via the Givens representation
• Calibrating expert assessments using hierarchical Gaussian process models
• Flexible Bayesian dynamic modeling of correlation and covariance matrices
• Recycling intermediate steps to improve Hamiltonian Monte Carlo
• Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
• A Bayesian generalized explanatory item response model to account for learning during the test
• Estimating and forecasting the smoking-attributable mortality fraction for both genders jointly in over 60 countries
• Markov chain Monte Carlo algorithms with sequential proposals
• Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models
• Bayesian inverse problems with \(l_1\) priors: a randomize-then-optimize approach
• Non-linear failure rate: a Bayes study using Hamiltonian Monte Carlo simulation
• Applying kriging proxies for Markov chain Monte Carlo in reservoir simulation
• Spatial voting models in circular spaces: a case study of the U.S. House of Representatives
• Solution of physics-based Bayesian inverse problems with deep generative priors
• Is it safe to lift COVID-19 travel bans? The Newfoundland story
• Informed reversible jump algorithms
• COVID-19 dynamics across the US: a deep learning study of human mobility and social behavior
• Profitability of momentum strategies: empirical evidence from Vietnam
• HMC: reducing the number of rejections by not using leapfrog and some results on the acceptance rate
• Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator
• Connecting and Contrasting the Bayes Factor and a Modified ROPE Procedure for Testing Interval Null Hypotheses
• Transport map accelerated Markov chain Monte Carlo
• Developing memory-based models of ACT-R within a statistical framework
• A Bayesian approach to modeling group and individual differences in multidimensional scaling
• GPU-accelerated Gibbs sampling: a case study of the horseshoe probit model
• A comparative evaluation of stochastic-based inference methods for Gaussian process models
• Generalized multilevel function‐on‐scalar regression and principal component analysis
• Gibbs samplers for logistic item response models via the Pólya-gamma distribution: a computationally efficient data-augmentation strategy
• Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
• Variational inference for high dimensional structured factor copulas
• Comparing two populations using Bayesian Fourier series density estimation
• Bayesian nonparametric weighted sampling inference
• On outliers detection and prior distribution sensitivity in standard skew-probit regression models
• SIMD parallel MCMC sampling with applications for big-data Bayesian analytics
• On the geometric ergodicity of Hamiltonian Monte Carlo
• Stochastic approximation Hamiltonian Monte Carlo
• Efficient Bayesian inference of general Gaussian models on large phylogenetic trees
• A general method for robust Bayesian modeling
• Improving estimates of Fried's index from mating competitiveness experiments
• Bayesian aggregation of average data: an application in drug development
• Bayesian functional joint models for multivariate longitudinal and time-to-event data
• Estimation methods for stationary Gegenbauer processes
• Designing simple and efficient Markov chain Monte Carlo proposal kernels
• Merging MCMC subposteriors through Gaussian-process approximations
• Variational Hamiltonian Monte Carlo via score matching
• Noisy Hamiltonian Monte Carlo for Doubly Intractable Distributions
• Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling
• Metropolized randomized maximum likelihood for improved sampling from multimodal distributions
• Extra chance generalized hybrid Monte Carlo
• New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
• Title not available (Why is that?)
• On the application of improved symplectic integrators in Hamiltonian Monte Carlo
• Rejoinder on: ``Some recent work on multivariate Gaussian Markov random fields
• Modified Hamiltonian Monte Carlo for Bayesian inference
• Stochastic gradient Markov chain Monte Carlo
• An approach for finding fully Bayesian optimal designs using normal-based approximations to loss functions
• Split Hamiltonian Monte Carlo
• Efficient Adaptive MCMC Through Precision Estimation
• A new probabilistic constraint logic programming language based on a generalised distribution semantics
• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
• A Bayesian Approach to Estimating Background Flows from a Passive Scalar
• Density estimation via Bayesian inference engines
• Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems
• Fast Bayesian inversion for high dimensional inverse problems
• Inference of a mesoscopic population model from population spike trains
• Full Bayesian inference in hidden Markov models of plant growth
• Robustness against outliers: A new variance inflated regression model for proportions
• Probabilistic reanalysis of storm surge extremes in Europe
• f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models
• MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method

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