Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation

24 December 2016

Papers citing "Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation"

8 / 8 papers shown

Title
Sampling Constrained Continuous Probability Distributions: A Review Shiwei Lan Lulu Kang 48 6 0 26 Sep 2022
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents Alessandro Barp Lancelot Da Costa G. Francca Karl J. Friston Mark Girolami Michael I. Jordan G. Pavliotis 97 25 0 20 Mar 2022
A Unifying and Canonical Description of Measure-Preserving Diffusions Alessandro Barp So Takao M. Betancourt Alexis Arnaudon Mark Girolami 77 17 0 06 May 2021
Riemannian Langevin Algorithm for Solving Semidefinite Programs Mufan Li Murat A. Erdogdu 118 29 0 21 Oct 2020
Massive parallelization boosts big Bayesian multidimensional scaling Andrew J Holbrook P. Lemey G. Baele S. Dellicour D. Brockmann A. Rambaut M. Suchard 53 30 0 11 May 2019
Hamiltonian Monte Carlo on Symmetric and Homogeneous Spaces via Symplectic Reduction Alessandro Barp A. Kennedy Mark Girolami 44 9 0 07 Mar 2019
Spectral Analysis of High-dimensional Time Series M. Fiecas Chenlei Leng Weidong Liu Yi Yu AI4TS 111 29 0 26 Oct 2018
A Riemann-Stein Kernel Method Alessandro Barp Christine J. Oates Emilio Porcu Mark Girolami 90 22 0 11 Oct 2018