Importance Sampling: Intrinsic Dimension and Computational Cost

19 November 2015

Papers citing "Importance Sampling: Intrinsic Dimension and Computational Cost"

28 / 28 papers shown

Title
Improving the evaluation of samplers on multi-modal targets Louis Grenioux Maxence Noble Marylou Gabrié 113 0 0 11 Apr 2025
SoftCVI: Contrastive variational inference with self-generated soft labels Daniel Ward Mark Beaumont Matteo Fasiolo BDL 53 0 0 22 Jul 2024
Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo Hester Huijsdens D. Leeftink Linda Geerligs Max Hinne 37 0 0 07 Jun 2024
Properties of Marginal Sequential Monte Carlo Methods F. R. Crucinio A. M. Johansen 26 2 0 06 Mar 2023
$Rare event ABC-SMC$^{2}$$ Rare event ABC-SMC $^{2}$ Ivis Kerama Thomas Thorne R. Everitt 18 0 0 03 Nov 2022
Inferring Smooth Control: Monte Carlo Posterior Policy Iteration with Gaussian Processes Joe Watson Jan Peters 26 15 0 07 Oct 2022
Fast Offline Policy Optimization for Large Scale Recommendation Otmane Sakhi D. Rohde Alexandre Gilotte OffRL 37 3 0 08 Aug 2022
Markov Chain Score Ascent: A Unifying Framework of Variational Inference with Markovian Gradients Kyurae Kim Jisu Oh J. Gardner Adji Bousso Dieng Hongseok Kim BDL 26 8 0 13 Jun 2022
Global convergence of optimized adaptive importance samplers Ömer Deniz Akyildiz 30 7 0 02 Jan 2022
Programmatic Reward Design by Example Weichao Zhou Wenchao Li 34 15 0 14 Dec 2021
Bounding Wasserstein distance with couplings N. Biswas Lester W. Mackey 17 8 0 06 Dec 2021
A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors Shivendra Agrawal Hwanwoo Kim D. Sanz-Alonso A. Strang 6 10 0 26 Nov 2021
NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform Achille Thin Yazid Janati Sylvain Le Corff Charles Ollion Arnaud Doucet Alain Durmus Eric Moulines C. Robert 25 7 0 17 Mar 2021
Product-form estimators: exploiting independence to scale up Monte Carlo Juan Kuntz F. R. Crucinio A. M. Johansen 26 10 0 23 Feb 2021
Advances in Importance Sampling Victor Elvira Luca Martino AI4TS 40 103 0 10 Feb 2021
A unified performance analysis of likelihood-informed subspace methods Tiangang Cui X. Tong 21 26 0 07 Jan 2021
Context-aware surrogate modeling for balancing approximation and sampling costs in multi-fidelity importance sampling and Bayesian inverse problems Terrence Alsup Benjamin Peherstorfer 27 11 0 22 Oct 2020
Data-Driven Forward Discretizations for Bayesian Inversion Daniele Bigoni Yuming Chen Nicolas García Trillos Youssef Marzouk D. Sanz-Alonso AI4CE 28 11 0 18 Mar 2020
BIMC: The Bayesian Inverse Monte Carlo method for goal-oriented uncertainty quantification. Part I Siddhant Wahal George Biros 12 7 0 02 Nov 2019
Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds J. Harlim D. Sanz-Alonso Ruiyi Yang 19 19 0 23 Oct 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 22 47 0 23 May 2019
Local Regularization of Noisy Point Clouds: Improved Global Geometric Estimates and Data Analysis Nicolas García Trillos D. Sanz-Alonso Ruiyi Yang 3DPC 14 17 0 06 Apr 2019
Efficient Probabilistic Inference in the Quest for Physics Beyond the Standard Model A. G. Baydin Lukas Heinrich W. Bhimji Lei Shao Saeid Naderiparizi ... Philip Torr Victor W. Lee P. Prabhat Kyle Cranmer Frank D. Wood 26 31 0 20 Jul 2018
On a Metropolis-Hastings importance sampling estimator Daniel Rudolf Björn Sprungk 21 21 0 18 May 2018
On the Consistency of Graph-based Bayesian Learning and the Scalability of Sampling Algorithms Nicolas García Trillos Zachary T. Kaplan Thabo Samakhoana D. Sanz-Alonso 20 19 0 20 Oct 2017
Sequential Monte Carlo with transformations R. Everitt Richard Culliford F. Medina-Aguayo Daniel J. Wilson 36 14 0 20 Dec 2016
Effective Sample Size for Importance Sampling based on discrepancy measures Luca Martino Victor Elvira F. Louzada 22 177 0 10 Feb 2016
Sharp failure rates for the bootstrap particle filter in high dimensions Peter J. Bickel Bo Li T. Bengtsson 69 198 0 21 May 2008