Convergence diagnostics for Markov chain Monte Carlo

26 September 2019

Papers citing "Convergence diagnostics for Markov chain Monte Carlo"

44 / 44 papers shown

Title
Langevin Soft Actor-Critic: Efficient Exploration through Uncertainty-Driven Critic Learning Haque Ishfaq Guangyuan Wang Sami Nur Islam Doina Precup 54 2 0 29 Jan 2025
On MCMC mixing under unidentified nonparametric models with an application to survival predictions under transformation models Chong Zhong Jin Yang Junshan Shen Catherine C. Liu Zhaohai Li 31 0 0 03 Nov 2024
A distance function for stochastic matrices Antony Lee Peter Tino Iain Bruce Styles 31 0 0 16 Oct 2024
Deep Learning without Global Optimization by Random Fourier Neural Networks Owen Davis Gianluca Geraci Mohammad Motamed BDL 52 0 0 16 Jul 2024
A geometric approach to informed MCMC sampling Vivekananda Roy 19 0 0 13 Jun 2024
Goal-Oriented Bayesian Optimal Experimental Design for Nonlinear Models using Markov Chain Monte Carlo Shijie Zhong Wanggang Shen Tommie A. Catanach Xun Huan 32 4 0 26 Mar 2024
Quantifying Human Priors over Social and Navigation Networks Gecia Bravo Hermsdorff 27 1 0 28 Feb 2024
Reliability and Interpretability in Science and Deep Learning Luigi Scorzato 26 3 0 14 Jan 2024
Bounding and estimating MCMC convergence rates using common random number simulations Sabrina Sixta Jeffrey S. Rosenthal Austin Brown 6 1 0 27 Sep 2023
Probabilistic load forecasting with Reservoir Computing Michele Guerra Simone Scardapane F. Bianchi BDL 16 3 0 24 Aug 2023
Modeling Random Networks with Heterogeneous Reciprocity Daniel Cirkovic Tiandong Wang 11 3 0 19 Aug 2023
Perfect simulation from unbiased simulation G. Leigh Wen-Hsi Yang Montana Wickens Amanda R. Northrop Queensland Department of Agriculture 10 1 0 14 Aug 2023
A tutorial on the Bayesian statistical approach to inverse problems Faaiq G. Waqar Swati Patel Cory M. Simon 11 5 0 15 Apr 2023
Bayesian neural networks via MCMC: a Python-based tutorial Rohitash Chandra Royce Chen Joshua Simmons BDL 28 10 0 02 Apr 2023
Bayesian Hierarchical Models for Counterfactual Estimation Natraj Raman Daniele Magazzeni Sameena Shah 23 5 0 21 Jan 2023
Geometric Ergodicity in Modified Variations of Riemannian Manifold and Lagrangian Monte Carlo James A. Brofos Vivekananda Roy Roy R. Lederman 11 3 0 04 Jan 2023
Genetic-tunneling driven energy optimizer for spin systems Qichen Xu Zhuanglin Shen M. Pereiro Pawel Herman Olle Eriksson Anna Delin 11 1 0 31 Dec 2022
Design of Hamiltonian Monte Carlo for perfect simulation of general continuous distributions G. Leigh Amanda R. Northrop 21 1 0 23 Dec 2022
Multivariate strong invariance principles in Markov chain Monte Carlo Arka Banerjee Dootika Vats 13 3 0 13 Nov 2022
History-Based, Bayesian, Closure for Stochastic Parameterization: Application to Lorenz '96 Mohamed Aziz Bhouri Pierre Gentine AI4TS AI4CE 20 6 0 26 Oct 2022
Policy Gradient With Serial Markov Chain Reasoning Edoardo Cetin Oya Celiktutan BDL LRM 19 2 0 13 Oct 2022
A Bayesian Bradley-Terry model to compare multiple ML algorithms on multiple data sets Jacques Wainer 13 10 0 09 Aug 2022
$On the use of a local $\hat{R}$ to improve MCMC convergence diagnostic$ On the use of a local $\hat{R}$ to improve MCMC convergence diagnostic Théo Moins Julyan Arbel A. Dutfoy Stéphane Girard 17 12 0 13 May 2022
Guaranteed Bounds for Posterior Inference in Universal Probabilistic Programming Raven Beutner Luke Ong Fabian Zaiser 14 11 0 06 Apr 2022
MCMC for GLMMs Vivekananda Roy 14 2 0 04 Apr 2022
Discovering Inductive Bias with Gibbs Priors: A Diagnostic Tool for Approximate Bayesian Inference Luca Rendsburg Agustinus Kristiadi Philipp Hennig U. V. Luxburg 11 2 0 07 Mar 2022
Posterior Representations for Bayesian Context Trees: Sampling, Estimation and Convergence I. Papageorgiou Ioannis Kontoyiannis 8 13 0 04 Feb 2022
Sampling from Discrete Energy-Based Models with Quality/Efficiency Trade-offs B. Eikema Germán Kruszewski Hady ElSahar Marc Dymetman 13 3 0 10 Dec 2021
Fast and Credible Likelihood-Free Cosmology with Truncated Marginal Neural Ratio Estimation A. Cole Benjamin Kurt Miller S. Witte Maxwell X. Cai M. Grootes F. Nattino Christoph Weniger 28 40 0 15 Nov 2021
A Trust Crisis In Simulation-Based Inference? Your Posterior Approximations Can Be Unfaithful Joeri Hermans Arnaud Delaunoy François Rozet Antoine Wehenkel Volodimir Begy Gilles Louppe 64 38 0 13 Oct 2021
Measuring Sample Quality in Algorithms for Intractable Normalizing Function Problems Bokgyeong Kang John Hughes M. Haran TPM 21 1 0 10 Sep 2021
Convergence of position-dependent MALA with application to conditional simulation in GLMMs Vivekananda Roy Lijin Zhang 11 8 0 28 Aug 2021
Bayesian graph convolutional neural networks via tempered MCMC Rohitash Chandra A. Bhagat Manavendra Maharana P. Krivitsky GNN BDL 13 16 0 17 Apr 2021
Post-Processing of MCMC Leah F. South M. Riabiz Onur Teymur Chris J. Oates 14 17 0 30 Mar 2021
Sequential pCN-MCMC, an efficient MCMC method for Bayesian inversion of high-dimensional multi-Gaussian priors Sebastian Reuschen Fabian Jobst Wolfgang Nowak 12 0 0 24 Mar 2021
Globally-centered autocovariances in MCMC Medha Agarwal Dootika Vats 9 5 0 03 Sep 2020
An invitation to sequential Monte Carlo samplers Chenguang Dai J. Heng Pierre E. Jacob N. Whiteley 50 65 0 23 Jul 2020
Estimating Monte Carlo variance from multiple Markov chains Kushagra Gupta Dootika Vats 9 5 0 08 Jul 2020
Optimal Thinning of MCMC Output M. Riabiz W. Chen Jon Cockayne P. Swietach Steven Niederer Lester W. Mackey Chris J. Oates 6 45 0 08 May 2020
Bayesian Characterizations of Properties of Stochastic Processes with Applications Sucharita Roy S. Bhattacharya 8 4 0 30 Apr 2020
Stopping Criteria for, and Strong Convergence of, Stochastic Gradient Descent on Bottou-Curtis-Nocedal Functions V. Patel 13 23 0 01 Apr 2020
Analyzing MCMC Output Dootika Vats Nathan Robertson James M. Flegal Galin L. Jones 8 1 0 26 Jul 2019
$Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC$ Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC Aki Vehtari Andrew Gelman Daniel P. Simpson Bob Carpenter Paul-Christian Burkner 11 902 0 19 Mar 2019
Revisiting the Gelman-Rubin Diagnostic Dootika Vats Christina Knudson 20 133 0 21 Dec 2018