A Direct Importance Sampling-based Framework for Rare Event Uncertainty
Quantification in Non-Gaussian SpacesReliability Engineering & System Safety (Reliab. Eng. Syst. Saf.), 2024 |
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with
State-Dependent Event RatesJournal of Computational And Graphical Statistics (JCGS), 2020 |
Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of
multi-step gradientsJournal of machine learning research (JMLR), 2019 |