Accelerating Asymptotically Exact MCMC for Computationally Intensive
Models via Local Approximations

Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations

7 February 2014

Patrick R. Conrad

Youssef M. Marzouk

Natesh S. Pillai

Papers citing "Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations"

9 / 9 papers shown

Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC F. Llorente Luca Martino Jesse Read D. Delgado OffRL 120 13 0 03 Jan 2025
Data-Driven Model Reduction for the Bayesian Solution of Inverse Problems Tiangang Cui Youssef M. Marzouk Karen E. Willcox 28 167 0 17 Mar 2014
Adaptive construction of surrogates for the Bayesian solution of inverse problems Jinglai Li Youssef M. Marzouk 34 118 0 21 Sep 2013
Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget Anoop Korattikara Yutian Chen Max Welling 50 243 0 19 Apr 2013
Local Gaussian process approximation for large computer experiments R. Gramacy D. Apley 184 392 0 02 Mar 2013
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms G. Fort Eric Moulines P. Priouret 38 100 0 14 Mar 2012
Uncertainty quantification and weak approximation of an elliptic inverse problem Masoumeh Dashti Andrew M. Stuart 38 101 0 01 Feb 2011
Approximate Bayesian Computational methods Jean-Michel Marin Pierre Pudlo Christian P. Robert Robin J. Ryder 153 861 0 05 Jan 2011
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 96 890 0 31 Mar 2009