Unbiased Markov chain Monte Carlo with couplings

11 August 2017

Papers citing "Unbiased Markov chain Monte Carlo with couplings"

13 / 13 papers shown

Title
Leveraging Nested MLMC for Sequential Neural Posterior Estimation with Intractable Likelihoods Xiliang Yang Yifei Xiong Zhijian He 21 0 0 30 Jan 2024
Unbiased Estimation using Underdamped Langevin Dynamics Hamza Ruzayqat Neil K. Chada Ajay Jasra 29 4 0 14 Jun 2022
How to Train Your Energy-Based Models Yang Song Diederik P. Kingma DiffM 8 241 0 09 Jan 2021
Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates Radu V. Craiu X. Meng 13 9 0 28 Aug 2020
Parallelizing MCMC Sampling via Space Partitioning V. Hafych P. Eller O. Schulz Allen Caldwel 24 4 0 07 Aug 2020
Convergence diagnostics for Markov chain Monte Carlo Vivekananda Roy 15 217 0 26 Sep 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 17 47 0 23 May 2019
Coupled conditional backward sampling particle filter Anthony Lee Sumeetpal S. Singh M. Vihola 10 33 0 15 Jun 2018
Accelerating MCMC Algorithms Christian P. Robert Victor Elvira Nicholas G. Tawn Changye Wu 12 140 0 08 Apr 2018
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 18 63 0 01 Sep 2017
Bayes Shrinkage at GWAS scale: Convergence and Approximation Theory of a Scalable MCMC Algorithm for the Horseshoe Prior J. Johndrow Paulo Orenstein A. Bhattacharya 29 23 0 02 May 2017
Importance sampling type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 16 25 0 08 Sep 2016
MCMC using Hamiltonian dynamics Radford M. Neal 176 3,260 0 09 Jun 2012