A Comparison of Methods for Computing Autocorrelation Time

31 October 2010

Papers citing "A Comparison of Methods for Computing Autocorrelation Time"

14 / 14 papers shown

Title
Split Hamiltonian Monte Carlo revisited F. Casas J. Sanz-Serna Luke Shaw 19 8 0 15 Jul 2022
ParaDRAM: A Cross-Language Toolbox for Parallel High-Performance Delayed-Rejection Adaptive Metropolis Markov Chain Monte Carlo Simulations A. Shahmoradi F. Bagheri 14 9 0 21 Aug 2020
Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories Fei Lu Mauro Maggioni Sui Tang 23 45 0 30 Jul 2020
Involutive MCMC: a Unifying Framework Kirill Neklyudov Max Welling Evgenii Egorov Dmitry Vetrov 31 36 0 30 Jun 2020
Beyond Application End-Point Results: Quantifying Statistical Robustness of MCMC Accelerators Xinming Zhang Ramin Bashizade Yicheng Wang Cheng Lyu S. Mukherjee A. Lebeck 21 5 0 05 Mar 2020
Neural Density Estimation and Likelihood-free Inference George Papamakarios BDL DRL 30 44 0 29 Oct 2019
An n-dimensional Rosenbrock Distribution for MCMC Testing Filippo Pagani Martin Wiegand S. Nadarajah 19 17 0 22 Mar 2019
Fast $ε$ -free Inference of Simulation Models with Bayesian Conditional Density Estimation George Papamakarios Iain Murray TPM 35 158 0 20 May 2016
Automated Parameter Blocking for Efficient Markov-Chain Monte Carlo Sampling Daniel Turek P. de Valpine C. Paciorek Clifford Anderson-Bergman 35 26 0 19 Mar 2015
Tempering by Subsampling Jan-Willem van de Meent Brooks Paige Frank Wood TPM 62 9 0 28 Jan 2014
Fast Markov chain Monte Carlo sampling for sparse Bayesian inference in high-dimensional inverse problems using L1-type priors F. Lucka 38 30 0 01 Jun 2012
Split HMC for Gaussian Process Models Shiwei Lan Babak Shahbaba 73 2 0 19 Jan 2012
Split Hamiltonian Monte Carlo Babak Shahbaba Shiwei Lan W. Johnson Radford M. Neal 57 91 0 29 Jun 2011
Graphical Comparison of MCMC Performance Madeleine B. Thompson 70 6 0 19 Nov 2010