NUTS

swMATH43468MaRDI QIDQ1350865FDOQ1350865

Author name not available (Why is that?)

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
• 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
• 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
• Continualization of Probabilistic Programs With Correction
• A beta-inflated mean regression model with mixed effects for fractional response variables
• Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models
• Random Sampling from Joint Probability Distributions Defined in a Bayesian Framework
• Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging
• Calibration Concordance for Astronomical Instruments via Multiplicative Shrinkage
• Performance of asymmetric links and correction methods for imbalanced data in binary regression
• Bayesian Kernel Two-Sample Testing
• Adaptive multiple importance sampling for Gaussian processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Maximum Conditional Entropy Hamiltonian Monte Carlo Sampler
• Randomized Algorithms for Lexicographic Inference
• Bayesian estimation of a flexible bifactor generalized partial credit model to survey data
• Investigating precipitation extremes in South Carolina with focus on the state's October 2015 precipitation event
• Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo
• Sensitivity analysis and choosing between alternative polytomous IRT models using Bayesian model comparison criteria
• Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems
• Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy
• Direct sampling with a step function
• Pairwise estimation of multivariate longitudinal outcomes in a Bayesian setting with extensions to the joint model
• Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors
• Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates
• Title not available (Why is that?)
• Learning Hamiltonian Monte Carlo in R
• Extending Bayesian back-calculation to estimate age and time specific HIV incidence
• Bayesian analysis of Turkish Income and Living Conditions data, using clustered longitudinal ordinal modelling with Bridge distributed random effects
• Modeling Nelson–Siegel Yield Curve Using Bayesian Approach
• Bayesian influence diagnostics using normalized functional Bregman divergence
• MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood
• 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

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