Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo

8 December 2023

Papers citing "Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo"

19 / 19 papers shown

Title
Variational Inference for Uncertainty Quantification: an Analysis of Trade-offs C. Margossian Loucas Pillaud-Vivien Lawrence K. Saul UD 118 2 0 20 Mar 2024
A Simple Proof of the Mixing of Metropolis-Adjusted Langevin Algorithm under Smoothness and Isoperimetry Yuansi Chen Khashayar Gatmiry 56 6 0 08 Apr 2023
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles Christophe Andrieu Anthony Lee Samuel Power Andi Q. Wang 43 23 0 16 Nov 2022
A general perspective on the Metropolis-Hastings kernel Christophe Andrieu Anthony Lee Samuel Livingstone 72 25 0 29 Dec 2020
Optimal dimension dependence of the Metropolis-Adjusted Langevin Algorithm Sinho Chewi Chen Lu Kwangjun Ahn Xiang Cheng Thibaut Le Gouic Philippe Rigollet 67 66 0 23 Dec 2020
NeuTra-lizing Bad Geometry in Hamiltonian Monte Carlo Using Neural Transport Matthew Hoffman Pavel Sountsov Joshua V. Dillon I. Langmore Dustin Tran Srinivas Vasudevan BDL 66 106 0 09 Mar 2019
Computational Optimal Transport Gabriel Peyré Marco Cuturi OT 222 2,148 0 01 Mar 2018
TensorFlow: Large-Scale Machine Learning on Heterogeneous Distributed Systems Martín Abadi Ashish Agarwal P. Barham E. Brevdo Zhiwen Chen ... Pete Warden Martin Wattenberg Martin Wicke Yuan Yu Xiaoqiang Zheng 276 11,151 0 14 Mar 2016
On the Geometric Ergodicity of Hamiltonian Monte Carlo Samuel Livingstone M. Betancourt Simon Byrne Mark Girolami 95 116 0 29 Jan 2016
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 69 414 0 17 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 83 516 0 23 Dec 2014
Transport map accelerated Markov chain Monte Carlo M. Parno Youssef Marzouk OT 99 161 0 17 Dec 2014
A useful variant of the Davis--Kahan theorem for statisticians Yi Yu Tengyao Wang R. Samworth 98 579 0 04 May 2014
Information-geometric Markov Chain Monte Carlo methods using Diffusions Samuel Livingstone Mark Girolami DiffM 96 45 0 31 Mar 2014
Bayesian linear regression with sparse priors I. Castillo Johannes Schmidt-Hieber A. van der Vaart 175 380 0 04 Mar 2014
Stochastic Gradient Hamiltonian Monte Carlo Tianqi Chen E. Fox Carlos Guestrin BDL 109 910 0 17 Feb 2014
Langevin diffusions and the Metropolis-adjusted Langevin algorithm Tatiana Xifara Chris Sherlock Samuel Livingstone Simon Byrne Mark Girolami 82 126 0 11 Sep 2013
Lagrangian Dynamical Monte Carlo Shiwei Lan V. Stathopoulos Babak Shahbaba Mark Girolami 90 45 0 15 Nov 2012
Hyper-g Priors for Generalized Linear Models Daniel Sabanés Bové L. Held 84 104 0 09 Aug 2010