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Exact Hamiltonian Monte Carlo for Truncated Multivariate Gaussians

20 August 2012

Papers citing "Exact Hamiltonian Monte Carlo for Truncated Multivariate Gaussians"

50 / 65 papers shown

Title
Scalable expectation propagation for generalized linear models Niccolò Anceschi A. Fasano Beatrice Franzolini Giovanni Rebaudo 91 0 0 02 Jul 2024
Bayesian Analysis of the Beta Regression Model Subject to Linear Inequality Restrictions with Application Solmaz Seifollahi Hossein Bevrani Kristofer Månsson 46 0 0 24 Jan 2024
Principled Gradient-based Markov Chain Monte Carlo for Text Generation Li Du Afra Amini Lucas Torroba Hennigen Xinyan Velocity Yu Jason Eisner Holden Lee Ryan Cotterell BDL 56 1 0 29 Dec 2023
Super-Efficient Exact Hamiltonian Monte Carlo for the von Mises Distribution Ari Pakman 31 1 0 27 Dec 2023
Fast sampling from constrained spaces using the Metropolis-adjusted Mirror Langevin algorithm Vishwak Srinivasan Andre Wibisono Ashia Wilson 78 7 0 14 Dec 2023
Numerical Generalized Randomized HMC processes for restricted domains T. S. Kleppe R. Liesenfeld 47 2 0 24 Nov 2023
Effective Minkowski Dimension of Deep Nonparametric Regression: Function Approximation and Statistical Theories Zixuan Zhang Minshuo Chen Mengdi Wang Wenjing Liao Tuo Zhao 45 1 0 26 Jun 2023
Sampling from a Gaussian distribution conditioned on the level set of a piecewise affine, continuous function Jesse Windle 42 0 0 21 Mar 2023
Multi-Target Tobit Models for Completing Water Quality Data Yuya Takada Tsuyoshi Kato 16 0 0 21 Feb 2023
Unbiased constrained sampling with Self-Concordant Barrier Hamiltonian Monte Carlo Maxence Noble Valentin De Bortoli Alain Durmus 68 6 0 21 Oct 2022
Sampling Constrained Continuous Probability Distributions: A Review Shiwei Lan Lulu Kang 50 7 0 26 Sep 2022
hdtg: An R package for high-dimensional truncated normal simulation Zhenyu Zhang A. Chin A. Nishimura M. Suchard 37 4 0 23 Sep 2022
Bayesian conjugacy in probit, tobit, multinomial probit and extensions: A review and new results Niccolò Anceschi A. Fasano Daniele Durante Giacomo Zanella 83 18 0 16 Jun 2022
High-dimensional additive Gaussian processes under monotonicity constraints A. F. López-Lopera François Bachoc O. Roustant 81 9 0 17 May 2022
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes Augustin Chevallier F. Cazals Paul Fearnhead 53 13 0 18 Feb 2022
PDMP Monte Carlo methods for piecewise-smooth densities Augustin Chevallier Samuel Power Andi Q. Wang Paul Fearnhead 64 11 0 10 Nov 2021
Fast Scalable Image Restoration using Total Variation Priors and Expectation Propagation D. Yao S. Mclaughlin Y. Altmann 49 6 0 04 Oct 2021
Bayesian inference on high-dimensional multivariate binary responses Antik Chakraborty Rihui Ou David B. Dunson 29 4 0 03 Jun 2021
Product-form estimators: exploiting independence to scale up Monte Carlo Juan Kuntz F. R. Crucinio A. M. Johansen 129 11 0 23 Feb 2021
Bayesian inference in high-dimensional models Sayantan Banerjee I. Castillo S. Ghosal 120 23 0 12 Jan 2021
Efficient constrained sampling via the mirror-Langevin algorithm Kwangjun Ahn Sinho Chewi 117 57 0 30 Oct 2020
Sequential construction and dimension reduction of Gaussian processes under constraints François Bachoc A. F. López-Lopera O. Roustant 33 0 0 09 Sep 2020
Scalable computation of predictive probabilities in probit models with Gaussian process priors JIAN-PENG Cao Daniele Durante M. Genton 89 11 0 03 Sep 2020
Neural Bridge Sampling for Evaluating Safety-Critical Autonomous Systems Aman Sinha Matthew O'Kelly Russ Tedrake John C. Duchi 102 49 0 24 Aug 2020
Matrix Completion with Quantified Uncertainty through Low Rank Gaussian Copula Yuxuan Zhao Madeleine Udell 134 23 0 18 Jun 2020
Sparse Gaussian Process Based On Hat Basis Functions Wenqi Fang Huiyun Li Hui Huang Shaobo Dang Zhejun Huang Zheng Wang 16 1 0 15 Jun 2020
Faster MCMC for Gaussian Latent Position Network Models Neil A. Spencer B. Junker T. Sweet BDL 70 6 0 13 Jun 2020
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates T. S. Kleppe 56 12 0 04 May 2020
Scalable and Accurate Variational Bayes for High-Dimensional Binary Regression Models A. Fasano Daniele Durante Giacomo Zanella 99 32 0 15 Nov 2019
Learning from satisfying assignments under continuous distributions C. Canonne Anindya De Rocco A. Servedio 22 8 0 02 Jul 2019
Fast and Exact Simulation of Multivariate Normal and Wishart Random Variables with Box Constraints Hillary Koch Gregory P. Bopp 55 3 0 28 Jun 2019
A Role for Symmetry in the Bayesian Solution of Differential Equations Junyang Wang Jon Cockayne Chris J. Oates 90 7 0 24 Jun 2019
LF-PPL: A Low-Level First Order Probabilistic Programming Language for Non-Differentiable Models Yuanshuo Zhou Bradley Gram-Hansen Tobias Kohn Tom Rainforth Hongseok Yang Frank Wood 80 25 0 06 Mar 2019
Gaussian Process Modulated Cox Processes under Linear Inequality Constraints A. F. López-Lopera S. T. John N. Durrande 85 16 0 28 Feb 2019
Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC A. F. López-Lopera François Bachoc N. Durrande Jérémy Rohmer Déborah Idier O. Roustant 25 12 0 15 Jan 2019
Gaussian processes with linear operator inequality constraints C. Agrell 83 39 0 10 Jan 2019
Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo A. Kreuzer C. Czado 32 9 0 26 Aug 2018
The Soft Multivariate Truncated Normal Distribution with Applications to Bayesian Constrained Estimation Allyson Souris A. Bhattacharya D. Pati 13 3 0 24 Jul 2018
Efficient data augmentation for multivariate probit models with panel data: An application to general practitioner decision-making about contraceptives Vincent Chin David Gunawan D. Fiebig Robert Kohn Scott A. Sisson 49 4 0 19 Jun 2018
Bayesian Metabolic Flux Analysis reveals intracellular flux couplings Markus Heinonen Maria Osmala Henrik Mannerstrom J. Wallenius Samuel Kaski Juho Rousu Harri Lähdesmäki 35 22 0 18 Apr 2018
Maximum likelihood estimation for Gaussian processes under inequality constraints François Bachoc A. Lagnoux A. F. López-Lopera 92 24 0 10 Apr 2018
Bouncy Hybrid Sampler as a Unifying Device J. Marković A. Sepehri 43 2 0 12 Feb 2018
Binary Bouncy Particle Sampler Ari Pakman 49 7 0 02 Nov 2017
Finite-dimensional Gaussian approximation with linear inequality constraints A. F. López-Lopera François Bachoc N. Durrande O. Roustant 138 67 0 20 Oct 2017
Roll-back Hamiltonian Monte Carlo Kexin Yi Finale Doshi-Velez BDL 121 8 0 08 Sep 2017
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 102 64 0 01 Sep 2017
Hamiltonian Monte Carlo Methods for Subset Simulation in Reliability Analysis Ziqi Wang M. Broccardo Junho Song 46 123 0 05 Jun 2017
Deconvolution and Restoration of Optical Endomicroscopy Images A. Eldaly Y. Altmann A. Perperidis N. Krstajić T. Choudhary K. Dhaliwal S. Mclaughlin 39 17 0 27 Jan 2017
Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains J. Bierkens Alexandre Bouchard-Côté Arnaud Doucet Andrew B. Duncan Paul Fearnhead Thibaut Lienart Gareth O. Roberts Sebastian J. Vollmer 106 56 0 16 Jan 2017
Annealing Gaussian into ReLU: a New Sampling Strategy for Leaky-ReLU RBM Chun-Liang Li Siamak Ravanbakhsh Barnabás Póczós 27 6 0 11 Nov 2016