NUTS
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Software:1350865
swMATH43468MaRDI QIDQ1350865FDOQ1350865
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Source code repository: https://github.com/mfouesneau/NUTS
Cited In (only showing first 100 items - show all)
- 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
- Stochastic Gradient Markov Chain Monte Carlo
- 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
- Inference of a Mesoscopic Population Model from Population Spike Trains
- Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling
- Extra chance generalized hybrid Monte Carlo
- 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
- 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
- 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
- Title not available (Why is that?)
- Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets
- On the use of Cauchy prior distributions for Bayesian logistic regression
- Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications
- Langevin incremental mixture importance sampling
- Rapid mixing of geodesic walks on manifolds with positive curvature
- Title not available (Why is that?)
- Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms
- Variational inference with NoFAS: normalizing flow with adaptive surrogate for computationally expensive models
- Title not available (Why is that?)
- Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions
- NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES
- Approximate Bayesian model inversion for PDEs with heterogeneous and state-dependent coefficients
- Subsampling MCMC -- an introduction for the survey statistician
- Title not available (Why is that?)
- Automatic zig-zag sampling in practice
- 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
- Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion
- Robust sparse Bayesian infinite factor models
- Cauchy Markov random field priors for Bayesian inversion
- Transport Map Accelerated Markov Chain Monte Carlo
- 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
- Probabilistic Programming Language and its Incremental Evaluation
- 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
- 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
- Bayesian Inverse Problems with $l_1$ Priors: A Randomize-Then-Optimize Approach
- An Application of Computable Distributions to the Semantics of Probabilistic Programming Languages
- 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
- Title not available (Why is that?)
- A Bayesian generalized explanatory item response model to account for learning during the test
- Title not available (Why is that?)
- 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
- Simulations of Social Distancing Scenarios and Analysis of Strategies to Predict the Spread of COVID-19
- Non-linear failure rate: a Bayes study using Hamiltonian Monte Carlo simulation
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