Generalized and hybrid Metropolis-Hastings overdamped Langevin algorithms

19 January 2017

Papers citing "Generalized and hybrid Metropolis-Hastings overdamped Langevin algorithms"

4 / 4 papers shown

Title
Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario Christophe Andrieu Samuel Livingstone 39 28 0 14 Jun 2019
Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions A. B. Duncan Nikolas Nusken G. Pavliotis 21 41 0 29 Apr 2017
Nonreversible Langevin Samplers: Splitting Schemes, Analysis and Implementation A. B. Duncan G. Pavliotis K. Zygalakis 27 25 0 16 Jan 2017
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 58 231 0 11 Jul 2016