Transport map accelerated Markov chain Monte Carlo

Transport map accelerated Markov chain Monte Carlo

17 December 2014

Youssef Marzouk

Papers citing "Transport map accelerated Markov chain Monte Carlo"

19 / 19 papers shown

Title
Hamiltonian Monte Carlo Inference of Marginalized Linear Mixed-Effects Models Jinlin Lai Justin Domke Daniel Sheldon 21 0 0 31 Oct 2024
NETS: A Non-Equilibrium Transport Sampler M. S. Albergo Eric Vanden-Eijnden DiffM 43 7 0 03 Oct 2024
Combining Normalizing Flows and Quasi-Monte Carlo Charly Andral BDL 24 1 0 11 Jan 2024
Aspects of scaling and scalability for flow-based sampling of lattice QCD Ryan Abbott M. S. Albergo Aleksandar Botev D. Boyda Kyle Cranmer ... Ali Razavi Danilo Jimenez Rezende F. Romero-López P. Shanahan Julian M. Urban 16 33 0 14 Nov 2022
Deep importance sampling using tensor trains with application to a priori and a posteriori rare event estimation Tiangang Cui S. Dolgov Robert Scheichl 22 3 0 05 Sep 2022
Bayesian model calibration for block copolymer self-assembly: Likelihood-free inference and expected information gain computation via measure transport Ricardo Baptista Lianghao Cao Joshua Chen Omar Ghattas Fengyi Li Youssef M. Marzouk J. Oden 11 11 0 22 Jun 2022
hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty Ki-tae Kim Umberto Villa M. Parno Youssef Marzouk Omar Ghattas N. Petra 12 17 0 01 Dec 2021
Sampling in Combinatorial Spaces with SurVAE Flow Augmented MCMC P. Jaini Didrik Nielsen Max Welling BDL 25 10 0 04 Feb 2021
Deep composition of tensor-trains using squared inverse Rosenblatt transports Tiangang Cui S. Dolgov OT 13 33 0 14 Jul 2020
Iterative Construction of Gaussian Process Surrogate Models for Bayesian Inference Leen Alawieh J. Goodman J. Bell 22 4 0 17 Nov 2019
Transport Monte Carlo: High-Accuracy Posterior Approximation via Random Transport L. Duan OT 13 11 0 24 Jul 2019
Bayesian Inference with Generative Adversarial Network Priors Dhruv V. Patel Assad A. Oberai GAN AI4CE 20 17 0 22 Jul 2019
A geometric approach to the transport of discontinuous densities Caroline Moosmüller Felix Dietrich Ioannis G. Kevrekidis OT 6 8 0 18 Jul 2019
NeuTra-lizing Bad Geometry in Hamiltonian Monte Carlo Using Neural Transport Matthew Hoffman Pavel Sountsov Joshua V. Dillon I. Langmore Dustin Tran Srinivas Vasudevan BDL 14 101 0 09 Mar 2019
Dynamically rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models T. S. Kleppe 30 11 0 06 Jun 2018
Sequential Bayesian optimal experimental design via approximate dynamic programming Xun Huan Youssef M. Marzouk 24 66 0 28 Apr 2016
Iterative Gaussianization: from ICA to Random Rotations Valero Laparra Gustavo Camps-Valls Jesús Malo 54 123 0 31 Jan 2016
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm Leif Johnson C. Geyer 60 51 0 27 Feb 2013
MCMC using Hamiltonian dynamics Radford M. Neal 132 3,260 0 09 Jun 2012