Transport map accelerated Markov chain Monte Carlo

17 December 2014

Youssef Marzouk

Papers citing "Transport map accelerated Markov chain Monte Carlo"

29 / 29 papers shown

Title
Hamiltonian Monte Carlo Inference of Marginalized Linear Mixed-Effects Models Jinlin Lai Justin Domke Daniel Sheldon 26 0 0 31 Oct 2024
NETS: A Non-Equilibrium Transport Sampler M. S. Albergo Eric Vanden-Eijnden DiffM 43 9 0 03 Oct 2024
Combining Normalizing Flows and Quasi-Monte Carlo Charly Andral BDL 27 1 0 11 Jan 2024
Balanced Training of Energy-Based Models with Adaptive Flow Sampling Louis Grenioux Eric Moulines Marylou Gabrié 13 2 0 01 Jun 2023
Aspects of scaling and scalability for flow-based sampling of lattice QCD Ryan Abbott M. S. Albergo Aleksandar Botev D. Boyda Kyle Cranmer ... Ali Razavi Danilo Jimenez Rezende F. Romero-López P. Shanahan Julian M. Urban 26 33 0 14 Nov 2022
Transport Reversible Jump Proposals L. Davies Roberto Salomone Matthew Sutton Christopher C. Drovandi BDL 21 1 0 22 Oct 2022
Deep importance sampling using tensor trains with application to a priori and a posteriori rare event estimation Tiangang Cui S. Dolgov Robert Scheichl 39 3 0 05 Sep 2022
Bayesian model calibration for block copolymer self-assembly: Likelihood-free inference and expected information gain computation via measure transport Ricardo Baptista Lianghao Cao Joshua Chen Omar Ghattas Fengyi Li Youssef M. Marzouk J. Oden 21 11 0 22 Jun 2022
Deterministic Langevin Monte Carlo with Normalizing Flows for Bayesian Inference R. Grumitt B. Dai U. Seljak BDL 24 12 0 27 May 2022
hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty Ki-tae Kim Umberto Villa M. Parno Youssef Marzouk Omar Ghattas N. Petra 17 18 0 01 Dec 2021
Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes D. Warne Thomas P. Prescott Ruth Baker Matthew J. Simpson 20 15 0 26 Oct 2021
Multilevel Stein variational gradient descent with applications to Bayesian inverse problems Terrence Alsup Luca Venturi Benjamin Peherstorfer 11 5 0 05 Apr 2021
Sampling in Combinatorial Spaces with SurVAE Flow Augmented MCMC P. Jaini Didrik Nielsen Max Welling BDL 35 10 0 04 Feb 2021
Faster Uncertainty Quantification for Inverse Problems with Conditional Normalizing Flows Ali Siahkoohi G. Rizzuti Philipp A. Witte Felix J. Herrmann AI4CE 14 16 0 15 Jul 2020
Deep composition of tensor-trains using squared inverse Rosenblatt transports Tiangang Cui S. Dolgov OT 20 33 0 14 Jul 2020
Iterative Construction of Gaussian Process Surrogate Models for Bayesian Inference Leen Alawieh J. Goodman J. Bell 30 4 0 17 Nov 2019
Transport Monte Carlo: High-Accuracy Posterior Approximation via Random Transport L. Duan OT 21 11 0 24 Jul 2019
Bayesian Inference with Generative Adversarial Network Priors Dhruv V. Patel Assad A. Oberai GAN AI4CE 25 17 0 22 Jul 2019
A geometric approach to the transport of discontinuous densities Caroline Moosmüller Felix Dietrich Ioannis G. Kevrekidis OT 11 8 0 18 Jul 2019
NeuTra-lizing Bad Geometry in Hamiltonian Monte Carlo Using Neural Transport Matthew Hoffman Pavel Sountsov Joshua V. Dillon I. Langmore Dustin Tran Srinivas Vasudevan BDL 24 103 0 09 Mar 2019
Scalable optimization-based sampling on function space Johnathan M. Bardsley Tiangang Cui Youssef Marzouk Zheng Wang 27 17 0 03 Mar 2019
Dynamically rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models T. S. Kleppe 32 11 0 06 Jun 2018
Beyond normality: Learning sparse probabilistic graphical models in the non-Gaussian setting Rebecca E. Morrison Ricardo Baptista Youssef Marzouk CML 27 26 0 02 Nov 2017
Inference via low-dimensional couplings Alessio Spantini Daniele Bigoni Youssef Marzouk 27 119 0 17 Mar 2017
Sequential Bayesian optimal experimental design via approximate dynamic programming Xun Huan Youssef M. Marzouk 29 66 0 28 Apr 2016
An introduction to sampling via measure transport Youssef Marzouk Tarek A. El-Moselhy M. Parno Alessio Spantini OT 38 88 0 16 Feb 2016
Iterative Gaussianization: from ICA to Random Rotations Valero Laparra Gustavo Camps-Valls Jesús Malo 64 125 0 31 Jan 2016
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm Leif Johnson C. Geyer 68 51 0 27 Feb 2013
MCMC using Hamiltonian dynamics Radford M. Neal 185 3,262 0 09 Jun 2012