Multilevel Sequential Monte Carlo Samplers

Multilevel Sequential Monte Carlo Samplers

25 March 2015

Papers citing "Multilevel Sequential Monte Carlo Samplers"

12 / 12 papers shown

Title
On the Parallel Complexity of Multilevel Monte Carlo in Stochastic Gradient Descent Kei Ishikawa BDL 58 0 0 03 Oct 2023
Further analysis of multilevel Stein variational gradient descent with an application to the Bayesian inference of glacier ice models Terrence Alsup Tucker Hartland Benjamin Peherstorfer N. Petra 13 1 0 06 Dec 2022
Bayesian Deep Learning with Multilevel Trace-class Neural Networks Neil K. Chada Ajay Jasra K. Law Sumeetpal S. Singh BDL UQCV 78 3 0 24 Mar 2022
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 22 15 0 26 Oct 2021
Multilevel Stein variational gradient descent with applications to Bayesian inverse problems Terrence Alsup Luca Venturi Benjamin Peherstorfer 15 5 0 05 Apr 2021
Modern Monte Carlo Methods for Efficient Uncertainty Quantification and Propagation: A Survey Jiaxin Zhang 6 105 0 02 Nov 2020
Context-aware surrogate modeling for balancing approximation and sampling costs in multi-fidelity importance sampling and Bayesian inverse problems Terrence Alsup Benjamin Peherstorfer 17 11 0 22 Oct 2020
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals A. Beskos Ajay Jasra K. Law Youssef Marzouk Yan Zhou 20 40 0 15 Mar 2017
On Coupling Particle Filter Trajectories Deborshee Sen Alexandre Hoang Thiery Ajay Jasra 26 21 0 03 Jun 2016
Multilevel particle filter Ajay Jasra K. Kamatani K. Law Yan Zhou 22 72 0 16 Oct 2015
Sequential Monte Carlo Methods for Bayesian Elliptic Inverse Problems A. Beskos Ajay Jasra Ege A. Muzaffer Andrew M. Stuart 24 72 0 15 Dec 2014
Sharp failure rates for the bootstrap particle filter in high dimensions Peter J. Bickel Bo Li T. Bengtsson 69 198 0 21 May 2008