Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors

9 December 2020

Papers citing "Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors"

13 / 13 papers shown

Title
Unbiased Gradient Estimation for Variational Auto-Encoders using Coupled Markov Chains Francisco J. R. Ruiz Michalis K. Titsias taylan. cemgil Arnaud Doucet BDL DRL 41 14 0 05 Oct 2020
Approximate spectral gaps for Markov chains mixing times in high dimensions Yves F. Atchadé 56 15 0 28 Mar 2019
Revisiting the Gelman-Rubin Diagnostic Dootika Vats Christina Knudson 54 136 0 21 Dec 2018
Coupled conditional backward sampling particle filter Anthony Lee Sumeetpal S. Singh M. Vihola 61 32 0 15 Jun 2018
Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression Qian Qin J. Hobert 43 32 0 24 Dec 2017
Geometric integrators and the Hamiltonian Monte Carlo method Nawaf Bou-Rabee J. Sanz-Serna 55 98 0 14 Nov 2017
Unbiased Markov chain Monte Carlo with couplings Pierre E. Jacob J. O'Leary Yves F. Atchadé 46 73 0 11 Aug 2017
Measuring Sample Quality with Kernels Jackson Gorham Lester W. Mackey 116 223 0 06 Mar 2017
On the Geometric Ergodicity of Hamiltonian Monte Carlo Samuel Livingstone M. Betancourt Simon Byrne Mark Girolami 87 116 0 29 Jan 2016
A simple sampler for the horseshoe estimator E. Makalic Daniel F. Schmidt 43 236 0 17 Aug 2015
Measuring Sample Quality with Stein's Method Jackson Gorham Lester W. Mackey 98 225 0 09 Jun 2015
Dirichlet-Laplace priors for optimal shrinkage A. Bhattacharya D. Pati Natesh S. Pillai David B. Dunson 91 440 0 21 Jan 2014
Rényi Divergence and Kullback-Leibler Divergence T. Erven P. Harremoes 79 1,339 0 12 Jun 2012