Hamiltonian Adaptive Importance Sampling

27 September 2022

Papers citing "Hamiltonian Adaptive Importance Sampling"

18 / 18 papers shown

Title
Advances in Importance Sampling Victor Elvira Luca Martino AI4TS 86 107 0 10 Feb 2021
Adaptive Tuning Of Hamiltonian Monte Carlo Within Sequential Monte Carlo Alexander K. Buchholz Nicolas Chopin Pierre E. Jacob 65 34 0 23 Aug 2018
Robust Covariance Adaptation in Adaptive Importance Sampling Yousef El-Laham Victor Elvira M. Bugallo 71 17 0 31 May 2018
On a Metropolis-Hastings importance sampling estimator Daniel Rudolf Björn Sprungk 42 21 0 18 May 2018
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions Oren Mangoubi Aaron Smith 109 106 0 23 Aug 2017
Langevin Incremental Mixture Importance Sampling Matteo Fasiolo Flávio Eler De Melo Simon Maskell 28 13 0 21 Nov 2016
Heretical Multiple Importance Sampling Victor Elvira Luca Martino D. Luengo M. Bugallo 62 38 0 15 Sep 2016
Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes Victor Elvira Luca Martino D. Luengo M. Bugallo 66 85 0 10 Jul 2016
Generalized Multiple Importance Sampling Victor Elvira Luca Martino D. Luengo M. Bugallo 63 145 0 10 Nov 2015
Gradient Importance Sampling Ingmar Schuster 54 25 0 21 Jul 2015
Efficient Multiple Importance Sampling Estimators Victor Elvira Luca Martino D. Luengo M. Bugallo 66 75 0 20 May 2015
Layered Adaptive Importance Sampling Luca Martino Victor Elvira D. Luengo J. Corander 53 108 0 18 May 2015
Adaptive Hamiltonian and Riemann Manifold Monte Carlo Samplers Ziyun Wang S. Mohamed Nando de Freitas 162 56 0 25 Feb 2013
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models E. Koblents Joaquín Míguez 61 77 0 28 Aug 2012
MCMC using Hamiltonian dynamics Radford M. Neal 292 3,279 0 09 Jun 2012
Adaptive Multiple Importance Sampling J. Cornuet Jean-Michel Marin Antonietta Mira Christian P. Robert 95 264 0 07 Jul 2009
Adaptive Importance Sampling in General Mixture Classes Olivier Cappé Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 235 304 0 23 Oct 2007
Convergence of adaptive mixtures of importance sampling schemes Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 629 114 0 06 Aug 2007