Ensemble preconditioning for Markov chain Monte Carlo simulation

13 July 2016

Papers citing "Ensemble preconditioning for Markov chain Monte Carlo simulation"

11 / 11 papers shown

Title
New affine invariant ensemble samplers and their dimensional scaling Yifan Chen 24 0 0 05 May 2025
A Langevin sampling algorithm inspired by the Adam optimizer B. Leimkuhler René Lohmann P. Whalley 79 0 0 26 Apr 2025
Scalable Bayesian Learning with posteriors Samuel Duffield Kaelan Donatella Johnathan Chiu Phoebe Klett Daniel Simpson BDL UQCV 62 1 0 31 May 2024
A Direct Importance Sampling-based Framework for Rare Event Uncertainty Quantification in Non-Gaussian Spaces Elsayed M. Eshra Konstantinos G. Papakonstantinou Hamed Nikbakht 23 0 0 23 May 2024
Optimal Preconditioning and Fisher Adaptive Langevin Sampling Michalis K. Titsias 35 11 0 23 May 2023
Solving Linear Inverse Problems using Higher-Order Annealed Langevin Diffusion Nicolas Zilberstein A. Sabharwal Santiago Segarra DiffM 39 8 0 08 May 2023
Gradient Flows for Sampling: Mean-Field Models, Gaussian Approximations and Affine Invariance Yifan Chen Daniel Zhengyu Huang Jiaoyang Huang Sebastian Reich Andrew M. Stuart 19 17 0 21 Feb 2023
Second Order Ensemble Langevin Method for Sampling and Inverse Problems Ziming Liu Andrew M. Stuart Yixuan Wang 27 6 0 09 Aug 2022
Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributions Chirag Modi A. Barnett Bob Carpenter 36 14 0 01 Oct 2021
Replica Conditional Sequential Monte Carlo Alexander Y. Shestopaloff Arnaud Doucet 26 3 0 13 May 2019
Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions A. B. Duncan Nikolas Nusken G. Pavliotis 19 40 0 29 Apr 2017