Multivariate Output Analysis for Markov chain Monte Carlo

24 December 2015

Papers citing "Multivariate Output Analysis for Markov chain Monte Carlo"

50 / 85 papers shown

Title
Embedded Nonlocal Operator Regression (ENOR): Quantifying model error in learning nonlocal operators Yiming Fan H. Najm Yue Yu Stewart Silling M. DÉlia UQCV 30 0 0 27 Oct 2024
Exact MCMC for Intractable Proposals Dwija Kakkad Dootika Vats 39 0 0 14 Oct 2024
Implementing MCMC: Multivariate estimation with confidence James M. Flegal Rebecca P. Kurtz-Garcia 18 0 0 27 Aug 2024
Issues of parameterization and computation for posterior inference in partially identified models Seren Lee Paul Gustafson 20 0 0 19 Aug 2024
Efficient Multivariate Initial Sequence Estimators for MCMC Arka Banerjee Dootika Vats 30 0 0 22 Jun 2024
The data augmentation algorithm Vivekananda Roy Kshitij Khare J. Hobert 38 0 0 15 Jun 2024
Multivariate strong invariance principle and uncertainty assessment for time in-homogeneous cyclic MCMC samplers Haoxiang Li Qian Qin 26 1 0 16 May 2024
Generalized Posterior Calibration via Sequential Monte Carlo Sampler Masahiro Tanaka 19 1 0 25 Apr 2024
ALAAMEE: Open-source software for fitting autologistic actor attribute models A. Stivala Peng Wang Alessandro Lomi 21 0 0 03 Apr 2024
Gradient-based Discrete Sampling with Automatic Cyclical Scheduling Patrick Pynadath Riddhiman Bhattacharya Arun Hariharan Ruqi Zhang 41 4 0 27 Feb 2024
Logistic-beta processes for dependent random probabilities with beta marginals Changwoo J. Lee Alessandro Zito Huiyan Sang David B. Dunson 11 0 0 10 Feb 2024
For how many iterations should we run Markov chain Monte Carlo? C. Margossian Andrew Gelman 19 6 0 05 Nov 2023
Multi-fidelity No-U-Turn Sampling Kislaya Ravi T. Neckel H. Bungartz 20 1 0 04 Oct 2023
Geometric ergodicity of trans-dimensional Markov chain Monte Carlo algorithms Qian Qin 9 3 0 31 Jul 2023
Explicit Constraints on the Geometric Rate of Convergence of Random Walk Metropolis-Hastings Riddhiman Bhattacharya Galin L. Jones 17 2 0 21 Jul 2023
Sparse Bayesian Estimation of Parameters in Linear-Gaussian State-Space Models Benjamin Cox Victor Elvira 43 10 0 20 Jun 2023
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators B. Leimkuhler Daniel Paulin P. Whalley 33 5 0 14 Jun 2023
Bayesian model calibration for diblock copolymer thin film self-assembly using power spectrum of microscopy data and machine learning surrogate Lianghao Cao Keyi Wu J. Oden P. Chen Omar Ghattas 27 3 0 08 Jun 2023
On the Utility of Equal Batch Sizes for Inference in Stochastic Gradient Descent Rahul Singh A. Shukla Dootika Vats 32 0 0 14 Mar 2023
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances Austin R. Brown Galin L. Jones 26 3 0 12 Dec 2022
Convergence Analysis of Data Augmentation Algorithms for Bayesian Robust Multivariate Linear Regression with Incomplete Data Haoxiang Li Qian Qin Galin L. Jones 16 1 0 04 Dec 2022
Multivariate strong invariance principles in Markov chain Monte Carlo Arka Banerjee Dootika Vats 18 3 0 13 Nov 2022
Understanding Linchpin Variables in Markov Chain Monte Carlo Dootika Vats Felipe Acosta M. Huber Galin L. Jones 8 0 0 24 Oct 2022
Approximate Methods for Bayesian Computation Radu V. Craiu Evgeny Levi 15 5 0 06 Oct 2022
Bayesian Nonlocal Operator Regression (BNOR): A Data-Driven Learning Framework of Nonlocal Models with Uncertainty Quantification Yiming Fan M. DÉlia Yue Yu H. Najm Stewart Silling 32 3 0 06 Oct 2022
Geometric ergodicity of Gibbs samplers for Bayesian error-in-variable regression Austin R. Brown 21 0 0 17 Sep 2022
Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain Stephen Berg Hyebin Song 27 6 0 26 Jul 2022
Solving the Poisson equation using coupled Markov chains Randal Douc Pierre E. Jacob Anthony Lee Dootika Vats 87 8 0 12 Jun 2022
$On the use of a local $\hat{R}$ to improve MCMC convergence diagnostic$ On the use of a local $\hat{R}$ to improve MCMC convergence diagnostic Théo Moins Julyan Arbel A. Dutfoy Stéphane Girard 27 12 0 13 May 2022
MCMC for GLMMs Vivekananda Roy 27 2 0 04 Apr 2022
Scalable Spike-and-Slab N. Biswas Lester W. Mackey Xiao-Li Meng GP 35 11 0 04 Apr 2022
Generating Independent Replicates Directly from the Posterior Distribution for a Class of Spatial Latent Gaussian Process Models J. Bradley Madelyn Clinch 19 0 0 18 Mar 2022
ergm 4: Computational Improvements P. Krivitsky David R. Hunter Martina Morris Chad Klumb University of New South Wales 17 7 0 15 Mar 2022
Analysis of two-component Gibbs samplers using the theory of two projections Qian Qin 33 3 0 29 Jan 2022
Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo Qiang Heng Hua Zhou Eric C. Chi 19 9 0 01 Jan 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 28 18 0 01 Dec 2021
Strong Invariance Principles for Ergodic Markov Processes A. Pengel J. Bierkens 22 1 0 24 Nov 2021
Exact Convergence Analysis for Metropolis-Hastings Independence Samplers in Wasserstein Distances Austin R. Brown Galin L. Jones 21 7 0 19 Nov 2021
Asynchronous and Distributed Data Augmentation for Massive Data Settings Jiayuan Zhou Kshitij Khare Sanvesh Srivastava 29 3 0 18 Sep 2021
Measuring Sample Quality in Algorithms for Intractable Normalizing Function Problems Bokgyeong Kang John Hughes M. Haran TPM 31 1 0 10 Sep 2021
Convergence rate of a collapsed Gibbs sampler for crossed random effects models Swarnadip Ghosh Chenyang Zhong 16 4 0 07 Sep 2021
A principled stopping rule for importance sampling Medha Agarwal Dootika Vats Victor Elvira 33 2 0 30 Aug 2021
Convergence of position-dependent MALA with application to conditional simulation in GLMMs Vivekananda Roy Lijin Zhang 27 8 0 28 Aug 2021
Joint Estimation of Robin Coefficient and Domain Boundary for the Poisson Problem R. Nicholson M. Niskanen 11 1 0 20 Aug 2021
Analyzing Relevance Vector Machines using a single penalty approach A. Dixit Vivekananda Roy 14 0 0 05 Jul 2021
Antithetic Riemannian Manifold And Quantum-Inspired Hamiltonian Monte Carlo W. Mongwe R. Mbuvha T. Marwala 13 6 0 05 Jul 2021
Semi-Empirical Objective Functions for MCMC Proposal Optimization Chris Cannella Vahid Tarokh 31 1 0 03 Jun 2021
Dimension-free Mixing for High-dimensional Bayesian Variable Selection Quan Zhou Jun Yang Dootika Vats Gareth O. Roberts Jeffrey S. Rosenthal 17 24 0 12 May 2021
Optimal Scaling of MCMC Beyond Metropolis Sanket Agrawal Dootika Vats K. Łatuszyński Gareth O. Roberts 20 10 0 05 Apr 2021
Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors N. Biswas A. Bhattacharya Pierre E. Jacob J. Johndrow 22 14 0 09 Dec 2020