Exact Hamiltonian Monte Carlo for Truncated Multivariate Gaussians

20 August 2012

Papers citing "Exact Hamiltonian Monte Carlo for Truncated Multivariate Gaussians"

22 / 22 papers shown

Title
Scalable expectation propagation for generalized linear models Niccolò Anceschi A. Fasano Beatrice Franzolini Giovanni Rebaudo 32 0 0 02 Jul 2024
Principled Gradient-based Markov Chain Monte Carlo for Text Generation Li Du Afra Amini Lucas Torroba Hennigen Xinyan Velocity Yu Jason Eisner Holden Lee Ryan Cotterell BDL 20 1 0 29 Dec 2023
Sampling from a Gaussian distribution conditioned on the level set of a piecewise affine, continuous function Jesse Windle 31 0 0 21 Mar 2023
Sampling Constrained Continuous Probability Distributions: A Review Shiwei Lan Lulu Kang 16 5 0 26 Sep 2022
High-dimensional additive Gaussian processes under monotonicity constraints A. F. López-Lopera F. Bachoc O. Roustant 24 9 0 17 May 2022
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes Augustin Chevallier F. Cazals Paul Fearnhead 9 13 0 18 Feb 2022
Fast Scalable Image Restoration using Total Variation Priors and Expectation Propagation D. Yao S. Mclaughlin Y. Altmann 11 6 0 04 Oct 2021
Scalable computation of predictive probabilities in probit models with Gaussian process priors JIAN-PENG Cao Daniele Durante M. Genton 29 11 0 03 Sep 2020
Neural Bridge Sampling for Evaluating Safety-Critical Autonomous Systems Aman Sinha Matthew O'Kelly Russ Tedrake John C. Duchi 39 47 0 24 Aug 2020
A Role for Symmetry in the Bayesian Solution of Differential Equations Junyang Wang Jon Cockayne Chris J. Oates 11 7 0 24 Jun 2019
LF-PPL: A Low-Level First Order Probabilistic Programming Language for Non-Differentiable Models Yuanshuo Zhou Bradley Gram-Hansen Tobias Kohn Tom Rainforth Hongseok Yang Frank D. Wood 23 24 0 06 Mar 2019
Gaussian processes with linear operator inequality constraints C. Agrell 10 38 0 10 Jan 2019
Efficient data augmentation for multivariate probit models with panel data: An application to general practitioner decision-making about contraceptives Vincent Chin David Gunawan D. Fiebig Robert Kohn S. Sisson 16 4 0 19 Jun 2018
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 18 63 0 01 Sep 2017
Hamiltonian Monte Carlo Methods for Subset Simulation in Reliability Analysis Ziqi Wang M. Broccardo Junho Song 11 116 0 05 Jun 2017
Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains J. Bierkens Alexandre Bouchard-Coté Arnaud Doucet Andrew B. Duncan Paul Fearnhead Thibaut Lienart Gareth O. Roberts Sebastian J. Vollmer 24 55 0 16 Jan 2017
Sampling constrained probability distributions using Spherical Augmentation Shiwei Lan B. Shahbaba TPM 27 14 0 19 Jun 2015
An Efficient Bayesian Inference Framework for Coalescent-Based Nonparametric Phylodynamics Shiwei Lan Julia A. Palacios Michael D. Karcher V. Minin B. Shahbaba 22 36 0 29 Nov 2014
Computation of Gaussian orthant probabilities in high dimension James Ridgway 16 22 0 05 Nov 2014
Optimal Inference After Model Selection William Fithian Dennis L. Sun Jonathan E. Taylor 29 332 0 09 Oct 2014
Collaborative sparse regression using spatially correlated supports - Application to hyperspectral unmixing Y. Altmann Marcelo Pereyra J. Bioucas-Dias 14 34 0 29 Sep 2014
MCMC using Hamiltonian dynamics Radford M. Neal 185 3,262 0 09 Jun 2012