A piecewise deterministic Monte Carlo method for diffusion bridges

A piecewise deterministic Monte Carlo method for diffusion bridges

16 January 2020

Sebastiano Grazzi

Frank van der Meulen

Papers citing "A piecewise deterministic Monte Carlo method for diffusion bridges"

4 / 4 papers shown

Title
Neural Guided Diffusion Bridges Gefan Yang Frank van der Meulen Stefan Sommer DiffM 58 0 0 17 Feb 2025
Methods and applications of PDMP samplers with boundary conditions J. Bierkens Sebastiano Grazzi Gareth O. Roberts Moritz Schauer 32 7 0 14 Mar 2023
A Fourier representation of kernel Stein discrepancy with application to Goodness-of-Fit tests for measures on infinite dimensional Hilbert spaces George Wynne Mikolaj Kasprzak Andrew B. Duncan 25 4 0 09 Jun 2022
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