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MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure

SIAM Journal on Scientific Computing (SISC), 2019

26 August 2019

X. Tong

M. Morzfeld

Y. M. Marzouk

ArXiv (abs)PDF HTML

Papers citing "MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure"

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Localized Diffusion Models

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Entropy contraction of the Gibbs sampler under log-concavity

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Hugo Lavenant

Giacomo Zanella

464

01 Oct 2024

Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models

Filippo Ascolani

Gareth O. Roberts

T. Rigon

354

14 Mar 2024

Localization in Ensemble Kalman inversionInverse Problems (IP), 2022

Xin T. Tong

Matthias Morzfeld

314

26 Jan 2022

Sparse approximation of triangular transports. Part II: the infinite dimensional caseConstructive approximation (Constr. Approx.), 2020

Jakob Zech

Youssef Marzouk

249

28 Jul 2021

A unified performance analysis of likelihood-informed subspace methods

Tiangang Cui

X. Tong

365

07 Jan 2021

Random Coordinate Langevin Monte CarloAnnual Conference Computational Learning Theory (COLT), 2020

202

03 Oct 2020

Bayesian Update with Importance Sampling: Required Sample Size

D. Sanz-Alonso

Zijian Wang

288

22 Sep 2020

Langevin Monte Carlo: random coordinate descent and variance reductionJournal of machine learning research (JMLR), 2020

Zhiyan Ding

Qin Li

BDL

743

26 Jul 2020

Spectral Gap of Replica Exchange Langevin Diffusion on Mixture Distributions

Jing-rong Dong

Xin T. Tong

269

29 Jun 2020

Replica Exchange for Non-Convex OptimizationJournal of machine learning research (JMLR), 2020

Jing-rong Dong

Xin T. Tong

439

23 Jan 2020