Spectral gaps and error estimates for infinite-dimensional
Metropolis-Hastings with non-Gaussian priors

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Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors

30 September 2018

Bamdad Hosseini

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Papers citing "Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors"

13 / 13 papers shown

Title
Large Data and Zero Noise Limits of Graph-Based Semi-Supervised Learning Algorithms Matthew M. Dunlop D. Slepčev Andrew M. Stuart Matthew Thorpe 45 61 0 23 May 2018
Two Metropolis-Hastings algorithms for posterior measures with non-Gaussian priors in infinite dimensions Bamdad Hosseini 51 13 0 20 Apr 2018
Well-posed Bayesian Inverse Problems with Infinitely-Divisible and Heavy-Tailed Prior Measures Bamdad Hosseini 75 34 0 23 Sep 2016
Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors T. Sullivan 56 41 0 19 May 2016
Well-posed Bayesian Inverse Problems: Priors with Exponential Tails Bamdad Hosseini N. Nigam 58 46 0 09 Apr 2016
MCMC-Based Inference in the Era of Big Data: A Fundamental Analysis of the Convergence Complexity of High-Dimensional Chains B. Rajaratnam Doug Sparks 127 66 0 05 Aug 2015
Perturbation theory for Markov chains via Wasserstein distance Daniel Rudolf Nikolaus Schweizer 87 108 0 13 Mar 2015
Ergodicity of Approximate MCMC Chains with Applications to Large Data Sets Natesh S. Pillai Aaron Smith 67 59 0 01 May 2014
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster S. Cotter Gareth O. Roberts Andrew M. Stuart D. White 102 480 0 03 Feb 2012
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions Martin Hairer Andrew M. Stuart Sebastian J. Vollmer 100 188 0 06 Dec 2011
Besov priors for Bayesian inverse problems Masoumeh Dashti Stephen Harris Andrew M. Stuart 89 119 0 04 May 2011
Uncertainty quantification and weak approximation of an elliptic inverse problem Masoumeh Dashti Andrew M. Stuart 66 102 0 01 Feb 2011
Diffusion limits of the random walk Metropolis algorithm in high dimensions Jonathan C. Mattingly Natesh S. Pillai Andrew M. Stuart 113 114 0 22 Mar 2010