Monte Carlo on manifolds: sampling densities and integrating functions

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Monte Carlo on manifolds: sampling densities and integrating functions

26 February 2017

Miranda C. Holmes-Cerfon

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Papers citing "Monte Carlo on manifolds: sampling densities and integrating functions"

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Title
Constrained Exploration via Reflected Replica Exchange Stochastic Gradient Langevin Dynamics Haoyang Zheng Hengrong Du Qi Feng Wei Deng Guang Lin 65 5 0 13 May 2024
Riemannian Langevin Monte Carlo schemes for sampling PSD matrices with fixed rank Tianmin Yu Shixin Zheng Jianfeng Lu Govind Menon Xiangxiong Zhang 15 0 0 08 Sep 2023
Monte Carlo on manifolds in high dimensions Kerun Xu Miranda C. Holmes-Cerfon 53 2 0 21 Aug 2023
Learning Rate Free Sampling in Constrained Domains Louis Sharrock Lester W. Mackey Christopher Nemeth 78 2 0 24 May 2023
Sampling in Constrained Domains with Orthogonal-Space Variational Gradient Descent Ruqi Zhang Qiang Liu Xin T. Tong BDL DRL 52 12 0 12 Oct 2022
Generalized Fiducial Inference on Differentiable Manifolds Alexander C. Murph Jan Hannig Jonathan P. Williams 59 3 0 30 Sep 2022
Monte Carlo with Soft Constraints: the Surface Augmented Sampler Ildebrando Magnani 56 0 0 12 Jun 2022
Stereographic Markov Chain Monte Carlo Jun Yang K. Latuszyñski Gareth O. Roberts 82 14 0 24 May 2022
Dimension-independent Markov chain Monte Carlo on the sphere H. Lie Daniel Rudolf Björn Sprungk T. Sullivan 80 6 0 22 Dec 2021
Better Training using Weight-Constrained Stochastic Dynamics Benedict Leimkuhler Tiffany J. Vlaar Timothée Pouchon Amos Storkey 43 9 0 20 Jun 2021
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
Measure estimation on manifolds: an optimal transport approach Vincent Divol OT 175 21 0 15 Feb 2021
Simulating sticky particles: A Monte Carlo method to sample a stratification Miranda C. Holmes-Cerfon 51 10 0 21 Dec 2019
Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models Matthew M. Graham Alexandre Hoang Thiery A. Beskos 67 16 0 06 Dec 2019
Asymptotically exact inference in differentiable generative models Matthew M. Graham Amos J. Storkey BDL 189 33 0 25 May 2016