Ensemble preconditioning for Markov chain Monte Carlo simulation

13 July 2016

Papers citing "Ensemble preconditioning for Markov chain Monte Carlo simulation"

10 / 10 papers shown

Title
New affine invariant ensemble samplers and their dimensional scaling Yifan Chen 105 0 0 05 May 2025
A Langevin sampling algorithm inspired by the Adam optimizer Benedict Leimkuhler René Lohmann Peter Whalley 156 0 0 26 Apr 2025
Scalable Bayesian Learning with posteriors Samuel Duffield Kaelan Donatella Johnathan Chiu Phoebe Klett Daniel Simpson BDL UQCV 178 2 0 31 May 2024
Ensemble Markov chain Monte Carlo with teleporting walkers M. Lindsey Jonathan Weare Anna Zhang 55 17 0 04 Jun 2021
Ensemble Inference Methods for Models With Noisy and Expensive Likelihoods Oliver R. A. Dunbar Andrew B. Duncan Andrew M. Stuart Marie-Therese Wolfram 82 27 0 07 Apr 2021
Calibrate, Emulate, Sample Emmet Cleary A. Garbuno-Iñigo Shiwei Lan T. Schneider Andrew M. Stuart 104 105 0 10 Jan 2020
Accelerating Langevin Sampling with Birth-death Yulong Lu Jianfeng Lu J. Nolen 103 55 0 23 May 2019
Replica Conditional Sequential Monte Carlo Alexander Y. Shestopaloff Arnaud Doucet 67 3 0 13 May 2019
TATi-Thermodynamic Analytics ToolkIt: TensorFlow-based software for posterior sampling in machine learning applications Frederik Heber Zofia Trstanova Benedict Leimkuhler 26 1 0 20 Mar 2019
Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions A. B. Duncan Nikolas Nusken G. Pavliotis 64 41 0 29 Apr 2017