Hamiltonian MCMC methods for estimating rare events probabilities in
high-dimensional problems

v1v2 (latest)

Hamiltonian MCMC methods for estimating rare events probabilities in high-dimensional problems

1 July 2020

K. Papakonstantinou

Elsayed M. Eshra

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Papers citing "Hamiltonian MCMC methods for estimating rare events probabilities in high-dimensional problems"

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Title
Large deviation theory-based adaptive importance sampling for rare events in high dimensions Shanyin Tong G. Stadler 71 8 0 13 Sep 2022
Stochastic Gradient Hamiltonian Monte Carlo Tianqi Chen E. Fox Carlos Guestrin BDL 128 913 0 17 Feb 2014
MCMC using Hamiltonian dynamics Radford M. Neal 299 3,282 0 09 Jun 2012
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 189 4,315 0 18 Nov 2011
Bayesian Post-Processor and other Enhancements of Subset Simulation for Estimating Failure Probabilities in High Dimensions Konstantin Zuev J. Beck S. Au L. Katafygiotis 88 203 0 15 Oct 2011