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Unbiased Markov chain Monte Carlo with couplings

11 August 2017

Papers citing "Unbiased Markov chain Monte Carlo with couplings"

48 / 48 papers shown

Title
Mixing times of data-augmentation Gibbs samplers for high-dimensional probit regression Filippo Ascolani Giacomo Zanella 119 0 0 20 May 2025
Feynman-Kac Operator Expectation Estimator Jingyuan Li Wei Liu 81 0 0 02 Jul 2024
Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers Andravz Jelinvcivc James Foster Patrick Kidger 73 2 0 10 May 2024
Softened Symbol Grounding for Neuro-symbolic Systems Zenan Li Yuan Yao Taolue Chen Jingwei Xu Chun Cao Xiaoxing Ma Jian Lu NAI 65 14 0 01 Mar 2024
Leveraging Nested MLMC for Sequential Neural Posterior Estimation with Intractable Likelihoods Xiliang Yang Yifei Xiong Zhijian He 84 0 0 30 Jan 2024
Perfecting MCMC Sampling: Recipes and Reservations Radu V. Craiu Xiao-Li Meng 11 0 0 04 Jan 2024
Channelling Multimodality Through a Unimodalizing Transport: Warp-U Sampler and Stochastic Bridge Sampling Fei Ding David E. Jones Shiyuan He Xiao-Li Meng OT 41 0 0 01 Jan 2024
Unbiased Estimation using Underdamped Langevin Dynamics Hamza Ruzayqat Neil K. Chada Ajay Jasra 70 6 0 14 Jun 2022
Unbiased Estimation using a Class of Diffusion Processes Hamza Ruzayqat A. Beskos Dan Crisan Ajay Jasra N. Kantas 45 9 0 06 Mar 2022
Pseudo-Spherical Contrastive Divergence Lantao Yu Jiaming Song Yang Song Stefano Ermon 56 7 0 01 Nov 2021
Antithetic Riemannian Manifold And Quantum-Inspired Hamiltonian Monte Carlo W. Mongwe R. Mbuvha T. Marwala 48 6 0 05 Jul 2021
Monte Carlo Filtering Objectives: A New Family of Variational Objectives to Learn Generative Model and Neural Adaptive Proposal for Time Series Shuangshuang Chen Sihao Ding Y. Karayiannidis Mårten Björkman BDL AI4TS 42 2 0 20 May 2021
Approximating the Spectral Gap of the Pólya-Gamma Gibbs Sampler Bryant Davis J. Hobert 22 0 0 27 Apr 2021
Post-Processing of MCMC Leah F. South M. Riabiz Onur Teymur Chris J. Oates 95 18 0 30 Mar 2021
On Unbiased Estimation for Discretized Models J. Heng Ajay Jasra K. Law Alexander Tarakanov 46 21 0 24 Feb 2021
How to Train Your Energy-Based Models Yang Song Diederik P. Kingma DiffM 95 265 0 09 Jan 2021
Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors N. Biswas A. Bhattacharya Pierre E. Jacob J. Johndrow 55 14 0 09 Dec 2020
Minimax Quasi-Bayesian estimation in sparse canonical correlation analysis via a Rayleigh quotient function Qiuyun Zhu Yves Atchadé 13 1 0 16 Oct 2020
Unbiased Gradient Estimation for Variational Auto-Encoders using Coupled Markov Chains Francisco J. R. Ruiz Michalis K. Titsias taylan. cemgil Arnaud Doucet BDL DRL 65 14 0 05 Oct 2020
Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates Radu V. Craiu Xiangxu Meng 80 9 0 28 Aug 2020
Parallelizing MCMC Sampling via Space Partitioning V. Hafych P. Eller O. Schulz Allen Caldwel 75 4 0 07 Aug 2020
An invitation to sequential Monte Carlo samplers Chenguang Dai J. Heng Pierre E. Jacob N. Whiteley 132 68 0 23 Jul 2020
SUMO: Unbiased Estimation of Log Marginal Probability for Latent Variable Models Yucen Luo Alex Beatson Mohammad Norouzi Jun Zhu David Duvenaud Ryan P. Adams Ricky T. Q. Chen 131 29 0 01 Apr 2020
Semi-Modular Inference: enhanced learning in multi-modular models by tempering the influence of components Chris U. Carmona Geoff K. Nicholls 122 27 0 15 Mar 2020
Learning the Stein Discrepancy for Training and Evaluating Energy-Based Models without Sampling Will Grathwohl Kuan-Chieh Wang J. Jacobsen David Duvenaud R. Zemel 67 14 0 13 Feb 2020
Hamiltonian Monte Carlo Swindles Dan Piponi Matthew D. Hoffman Pavel Sountsov 45 9 0 14 Jan 2020
Accelerated Sampling on Discrete Spaces with Non-Reversible Markov Processes Samuel Power Jacob Vorstrup Goldman 83 31 0 10 Dec 2019
A continuation method in Bayesian inference B. M. Dia 38 4 0 26 Nov 2019
A Gibbs sampler for a class of random convex polytopes Pierre E. Jacob Ruobin Gong P. Edlefsen A. Dempster 51 14 0 25 Oct 2019
Distributed Computation for Marginal Likelihood based Model Choice Alexander K. Buchholz Daniel Ahfock S. Richardson FedML 55 5 0 10 Oct 2019
Convergence diagnostics for Markov chain Monte Carlo Vivekananda Roy 80 220 0 26 Sep 2019
Analyzing MCMC Output Dootika Vats Nathan Robertson James M. Flegal Galin L. Jones 49 1 0 26 Jul 2019
Universal Boosting Variational Inference Trevor Campbell Xinglong Li 49 32 0 04 Jun 2019
Conditionally Gaussian Random Sequences for an Integrated Variance Estimator with Correlation between Noise and Returns S. Peluso Antonietta Mira P. Muliere 27 1 0 28 May 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 58 49 0 23 May 2019
Efficient Optimization of Loops and Limits with Randomized Telescoping Sums Alex Beatson Ryan P. Adams 72 21 0 16 May 2019
Particle filter efficiency under limited communication Deborshee Sen 31 2 0 21 Apr 2019
$Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC$ Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC Aki Vehtari Andrew Gelman Daniel P. Simpson Bob Carpenter Paul-Christian Bürkner 85 949 0 19 Mar 2019
Unbiased Smoothing using Particle Independent Metropolis-Hastings Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 75 22 0 05 Feb 2019
Central Limit Theorems for Coupled Particle Filters Ajay Jasra Fangyuan Yu 59 18 0 11 Oct 2018
Unbiased estimation of log normalizing constants with applications to Bayesian cross-validation M. Rischard Pierre E. Jacob Natesh Pillai 70 22 0 02 Oct 2018
Unbiased Markov chain Monte Carlo for intractable target distributions Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 72 33 0 23 Jul 2018
Coupled conditional backward sampling particle filter Anthony Lee Sumeetpal S. Singh M. Vihola 102 33 0 15 Jun 2018
Accelerating MCMC Algorithms Christian P. Robert Victor Elvira Nicholas G. Tawn Changye Wu 107 141 0 08 Apr 2018
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 93 64 0 01 Sep 2017
Bayes Shrinkage at GWAS scale: Convergence and Approximation Theory of a Scalable MCMC Algorithm for the Horseshoe Prior J. Johndrow Paulo Orenstein A. Bhattacharya 79 24 0 02 May 2017
Smoothing with Couplings of Conditional Particle Filters Pierre E. Jacob Fredrik Lindsten Thomas B. Schon 138 55 0 08 Jan 2017
Importance sampling type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 93 25 0 08 Sep 2016