Manifold Markov chain Monte Carlo methods for Bayesian inference in
diffusion models

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Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models

6 December 2019

Matthew M. Graham

Alexandre Hoang Thiery

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Papers citing "Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models"

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Title
Inference for the stochastic FitzHugh-Nagumo model from real action potential data via approximate Bayesian computation Adeline Samson M. Tamborrino I. Tubikanec 53 2 0 28 May 2024
Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods P. Del Moral Shulan Hu Ajay Jasra Hamza Ruzayqat Xinyu Wang 48 3 0 24 Sep 2023
Unbiased Parameter Estimation for Partially Observed Diffusions Elsiddig Awadelkarim Ajay Jasra Hamza Ruzayqat 40 4 0 19 Sep 2023
Monte Carlo on manifolds in high dimensions Kerun Xu Miranda C. Holmes-Cerfon 53 2 0 21 Aug 2023
Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets J. Bierkens K. Kamatani Gareth O. Roberts 48 1 0 01 May 2023
Randomized Time Riemannian Manifold Hamiltonian Monte Carlo Peter Whalley Daniel Paulin Benedict Leimkuhler 49 4 0 09 Jun 2022
Simulating Diffusion Bridges with Score Matching J. Heng Valentin De Bortoli Arnaud Doucet James Thornton 120 45 0 14 Nov 2021