Collective Proposal Distributions for Nonlinear MCMC samplers: Mean-Field Theory and Fast Implementation

18 September 2019

Papers citing "Collective Proposal Distributions for Nonlinear MCMC samplers: Mean-Field Theory and Fast Implementation"

12 / 12 papers shown

Title
Optimal Scaling of MCMC Beyond Metropolis Sanket Agrawal Dootika Vats K. Łatuszyński Gareth O. Roberts 39 11 0 05 Apr 2021
The energy distance for ensemble and scenario reduction F. Ziel 34 10 0 29 May 2020
Kernel Operations on the GPU, with Autodiff, without Memory Overflows Benjamin Charlier Jean Feydy J. Glaunès François-David Collin G. Durif 44 177 0 27 Mar 2020
Safe and adaptive importance sampling: a mixture approach B. Delyon Franccois Portier 128 11 0 20 Mar 2019
Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo Paul Fearnhead J. Bierkens M. Pollock Gareth O. Roberts 44 108 0 23 Nov 2016
On the rate of convergence in Wasserstein distance of the empirical measure N. Fournier Arnaud Guillin 179 1,142 0 07 Dec 2013
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration L. Bornn Pierre E. Jacob P. Del Moral Arnaud Doucet 97 43 0 18 Sep 2011
On nonlinear Markov chain Monte Carlo Christophe Andrieu Ajay Jasra Arnaud Doucet P. Del Moral 60 26 0 15 Jul 2011
CLTs and asymptotic variance of time-sampled Markov chains K. Łatuszyński Gareth O. Roberts 84 23 0 10 Feb 2011
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods Anthony Lee C. Yau M. Giles Arnaud Doucet Christopher C. Holmes 95 322 0 14 May 2009
Adaptive Importance Sampling in General Mixture Classes Olivier Cappé Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 211 304 0 23 Oct 2007
Convergence of adaptive mixtures of importance sampling schemes Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 611 114 0 06 Aug 2007