Pages that link to "Item:Q4214235"
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The following pages link to Optimal Scaling of Discrete Approximations to Langevin Diffusions (Q4214235):
Displaying 50 items.
- Bayesian density estimation from grouped continuous data (Q123874) (← links)
- FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems (Q338594) (← links)
- Non-reversible Metropolis-Hastings (Q341139) (← links)
- Diffusion limits of the random walk Metropolis algorithm in high dimensions (Q433896) (← links)
- Approximate forward-backward algorithm for a switching linear Gaussian model (Q452551) (← links)
- Optimal scaling for the transient phase of Metropolis Hastings algorithms: the longtime behavior (Q470057) (← links)
- Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo (Q637987) (← links)
- An adaptive approach to Langevin MCMC (Q693336) (← links)
- Hybrid Monte Carlo on Hilbert spaces (Q719371) (← links)
- Optimal scaling for random walk Metropolis on spherically constrained target densities (Q931379) (← links)
- Path sampling with stochastic dynamics: some new algorithms (Q996516) (← links)
- Optimal scaling for partially updating MCMC algorithms (Q997939) (← links)
- A null space method for over-complete blind source separation (Q1020646) (← links)
- Optimal scaling for various Metropolis-Hastings algorithms. (Q1431214) (← links)
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Sequential Monte Carlo EM for multivariate probit models (Q1623415) (← links)
- Efficient MCMC for temporal epidemics via parameter reduction (Q1623715) (← links)
- Piecewise deterministic Markov processes for continuous-time Monte Carlo (Q1630397) (← links)
- Merging MCMC subposteriors through Gaussian-process approximations (Q1631561) (← links)
- Designing simple and efficient Markov chain Monte Carlo proposal kernels (Q1631594) (← links)
- Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
- Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs (Q1658452) (← links)
- A Dirichlet form approach to MCMC optimal scaling (Q1679476) (← links)
- Optimal strategies for the control of autonomous vehicles in data assimilation (Q1691207) (← links)
- The stochastic quasi-chemical model for bacterial growth: variational Bayesian parameter update (Q1703002) (← links)
- X-TMCMC: adaptive kriging for Bayesian inverse modeling (Q1737023) (← links)
- Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution (Q1750100) (← links)
- Optimal scaling of MaLa for nonlinear regression. (Q1879917) (← links)
- Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions (Q1931320) (← links)
- Adaptive Gibbs samplers and related MCMC methods (Q1948684) (← links)
- f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models (Q2008004) (← links)
- Making inference of British household's happiness efficiency: a Bayesian latent model (Q2031104) (← links)
- Efficiency of delayed-acceptance random walk metropolis algorithms (Q2054541) (← links)
- A piecewise deterministic Monte Carlo method for diffusion bridges (Q2058759) (← links)
- MALA with annealed proposals: a generalization of locally and globally balanced proposal distributions (Q2066745) (← links)
- Geometric adaptive Monte Carlo in random environment (Q2072631) (← links)
- Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates (Q2075323) (← links)
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection (Q2080371) (← links)
- Automatic zig-zag sampling in practice (Q2103992) (← links)
- Calibrate, emulate, sample (Q2123875) (← links)
- Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (Q2128065) (← links)
- Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference (Q2137043) (← links)
- An adaptive multiple-try Metropolis algorithm (Q2137054) (← links)
- Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (Q2147635) (← links)
- Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications (Q2151693) (← links)
- On sampling from a log-concave density using kinetic Langevin diffusions (Q2174987) (← links)
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
- Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets (Q2195556) (← links)
- Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations (Q2195847) (← links)
- Optimal scaling of random-walk Metropolis algorithms on general target distributions (Q2196541) (← links)
