Accelerated dimension-independent adaptive Metropolis

Accelerated dimension-independent adaptive Metropolis

18 June 2015

Hatem Ltaief

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Papers citing "Accelerated dimension-independent adaptive Metropolis"

14 / 14 papers shown

Title
Dimension-independent likelihood-informed MCMC Tiangang Cui K. Law Youssef M. Marzouk 56 199 0 13 Nov 2014
Solving Large-Scale PDE-constrained Bayesian Inverse Problems with Riemann Manifold Hamiltonian Monte Carlo T. Bui-Thanh Mark Girolami 60 70 0 06 Jul 2014
Firefly Monte Carlo: Exact MCMC with Subsets of Data D. Maclaurin Ryan P. Adams 148 179 0 22 Mar 2014
Likelihood-informed dimension reduction for nonlinear inverse problems Tiangang Cui James Martin Youssef M. Marzouk A. Solonen Alessio Spantini 72 159 0 19 Mar 2014
Robust and Scalable Bayes via a Median of Subset Posterior Measures Stanislav Minsker Sanvesh Srivastava Lizhen Lin David B. Dunson 104 110 0 11 Mar 2014
Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget Anoop Korattikara Yutian Chen Max Welling 73 244 0 19 Apr 2013
Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors Sebastian J. Vollmer 91 32 0 09 Feb 2013
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms G. Fort Eric Moulines P. Priouret 60 100 0 14 Mar 2012
A central limit theorem for adaptive and interacting Markov chains G. Fort Eric Moulines P. Priouret P. Vandekerkhove 59 12 0 13 Jul 2011
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions Natesh S. Pillai Andrew M. Stuart Alexandre Hoang Thiery 94 99 0 02 Mar 2011
Robust adaptive Metropolis algorithm with coerced acceptance rate M. Vihola 95 255 0 19 Nov 2010
Using parallel computation to improve Independent Metropolis--Hastings based estimation Pierre E. Jacob Christian P. Robert Murray H. Smith 96 63 0 08 Oct 2010
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods Anthony Lee C. Yau M. Giles Arnaud Doucet Christopher C. Holmes 95 322 0 14 May 2009
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains E. Saksman M. Vihola 92 72 0 18 Jun 2008