Sampling algorithms in statistical physics: a guide for statistics and
machine learning

v1v2 (latest)

Sampling algorithms in statistical physics: a guide for statistics and machine learning

9 August 2022

Michael F Faulkner

Samuel Livingstone

ArXiv (abs)PDF HTML

Papers citing "Sampling algorithms in statistical physics: a guide for statistics and machine learning"

18 / 18 papers shown

Title
The Apogee to Apogee Path Sampler Chris Sherlock S. Urbas Matthew Ludkin 76 6 0 15 Dec 2021
A general perspective on the Metropolis-Hastings kernel Christophe Andrieu Anthony Lee Samuel Livingstone 81 25 0 29 Dec 2020
A comparison of learning rate selection methods in generalized Bayesian inference Pei-Shien Wu Ryan Martin BDL 45 47 0 21 Dec 2020
Gibbs posterior concentration rates under sub-exponential type losses Nicholas Syring Ryan Martin 75 29 0 08 Dec 2020
Accelerated Sampling on Discrete Spaces with Non-Reversible Markov Processes Samuel Power Jacob Vorstrup Goldman 66 31 0 10 Dec 2019
Markov chain Monte Carlo algorithms with sequential proposals Joonha Park Yves F. Atchadé BDL 32 13 0 15 Jul 2019
Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo Christophe Andrieu Alain Durmus Nikolas Nusken Julien Roussel 41 50 0 26 Aug 2018
Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates George Deligiannidis Daniel Paulin Alexandre Bouchard-Côté Arnaud Doucet 71 52 0 13 Aug 2018
Principles of Bayesian Inference using General Divergence Criteria Jack Jewson Jim Q. Smith Chris Holmes 67 88 0 26 Feb 2018
Geometric integrators and the Hamiltonian Monte Carlo method Nawaf Bou-Rabee J. Sanz-Serna 62 98 0 14 Nov 2017
Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo Paul Fearnhead J. Bierkens M. Pollock Gareth O. Roberts 48 108 0 23 Nov 2016
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 96 233 0 11 Jul 2016
Towards Unifying Hamiltonian Monte Carlo and Slice Sampling Yizhe Zhang Xiangyu Wang Changyou Chen Ricardo Henao Kai Fan Lawrence Carin 173 21 0 25 Feb 2016
Inconsistency of Bayesian Inference for Misspecified Linear Models, and a Proposal for Repairing It Peter Grünwald T. V. Ommen 106 268 0 11 Dec 2014
A General Framework for Updating Belief Distributions Pier Giovanni Bissiri Chris Holmes S. Walker 240 479 0 27 Jun 2013
MCMC using Hamiltonian dynamics Radford M. Neal 298 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
CLTs and asymptotic variance of time-sampled Markov chains K. Łatuszyński Gareth O. Roberts 84 23 0 10 Feb 2011