Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo

8 December 2023

Papers citing "Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo"

7 / 7 papers shown

Title
Is Gibbs sampling faster than Hamiltonian Monte Carlo on GLMs? Son Luu Zuheng Xu Nikola Surjanovic Miguel Biron-Lattes Trevor Campbell Alexandre Bouchard-Coté 25 0 0 04 Oct 2024
Variational Inference for Uncertainty Quantification: an Analysis of Trade-offs C. Margossian Loucas Pillaud-Vivien Lawrence K. Saul UD 71 2 0 20 Mar 2024
Parallel Affine Transformation Tuning of Markov Chain Monte Carlo Philip Schär Michael Habeck Daniel Rudolf 16 1 0 29 Jan 2024
autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm Miguel Biron-Lattes Nikola Surjanovic Saifuddin Syed Trevor Campbell Alexandre Bouchard-Coté 18 10 0 25 Oct 2023
Warped geometric information on the optimisation of Euclidean functions M. Hartmann Bernardo Williams Hanlin Yu Mark Girolami Alessandro Barp Arto Klami 24 2 0 16 Aug 2023
Stereographic Markov Chain Monte Carlo Jun Yang K. Latuszyñski Gareth O. Roberts 33 13 0 24 May 2022
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm Leif Johnson C. Geyer 68 51 0 27 Feb 2013