Pseudo-marginal Hamiltonian Monte Carlo

Pseudo-marginal Hamiltonian Monte Carlo

Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically either uses MCMC schemes which target the joint posterior of the...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Alenlov, J, Doucet, A, Lindsten, F
Formáid:	Journal article
Teanga:	English
Foilsithe / Cruthaithe:	Journal of Machine Learning Research 2021

Míreanna comhchosúla

Nonparametric Hamiltonian Monte Carlo
de réir: Mak, C, et al.
Foilsithe / Cruthaithe: (2021)

Interacting particle Markov chain Monte Carlo
de réir: Doucet, A, et al.
Foilsithe / Cruthaithe: (2016)

Quantum dynamical Hamiltonian Monte Carlo
de réir: Owen Lockwood, et al.
Foilsithe / Cruthaithe: (2024-08-01)

Shadow Magnetic Hamiltonian Monte Carlo
de réir: Wilson Tsakane Mongwe, et al.
Foilsithe / Cruthaithe: (2022-01-01)

Adaptive Magnetic Hamiltonian Monte Carlo
de réir: Wilson Tsakane Mongwe, et al.
Foilsithe / Cruthaithe: (2021-01-01)

Antithetic Magnetic and Shadow Hamiltonian Monte Carlo
de réir: Wilson Tsakane Mongwe, et al.
Foilsithe / Cruthaithe: (2021-01-01)

Quantum-Inspired Magnetic Hamiltonian Monte Carlo.
de réir: Wilson Tsakane Mongwe, et al.
Foilsithe / Cruthaithe: (2021-01-01)

Toward practical N2 Monte Carlo: The Marginal Particle Filter
de réir: Klaas, M, et al.
Foilsithe / Cruthaithe: (2005)

Toward Practical N2 Monte Carlo: the Marginal Particle Filter
de réir: Klaas, M, et al.
Foilsithe / Cruthaithe: (2005)

Marginal maximum a posteriori estimation using Markov chain Monte Carlo
de réir: Doucet, A, et al.
Foilsithe / Cruthaithe: (2002)

Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
de réir: Deligiannidis, G, et al.
Foilsithe / Cruthaithe: (2021)

Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
de réir: Deligiannidis, G, et al.
Foilsithe / Cruthaithe: (2020)

Magnetic Hamiltonian Monte Carlo With Partial Momentum Refreshment
de réir: Wilson Tsakane Mongwe, et al.
Foilsithe / Cruthaithe: (2021-01-01)

Adaptive Hamiltonian and Riemann Manifold Monte Carlo Samplers
de réir: Wang, Z, et al.
Foilsithe / Cruthaithe: (2013)

Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
de réir: Burda Martin, et al.
Foilsithe / Cruthaithe: (2019-06-01)

Integral geometry, Hamiltonian dynamics, and Markov Chain Monte Carlo
de réir: Mangoubi, Oren (Oren Rami)
Foilsithe / Cruthaithe: (2016)

Gradient-free Hamiltonian Monte Carlo with efficient Kernel exponential families
de réir: Strathmann, H, et al.
Foilsithe / Cruthaithe: (2015)

Bayesian Estimation of Simultaneous Regression Quantiles Using Hamiltonian Monte Carlo
de réir: Hassan Hachem, et al.
Foilsithe / Cruthaithe: (2024-05-01)

Quantum Monte Carlo algorithm for arbitrary spin-1/2 Hamiltonians
de réir: Lev Barash, et al.
Foilsithe / Cruthaithe: (2024-03-01)

Hamiltonian Monte Carlo with Random Effect for Analyzing Cyclist Crash Severity
de réir: Mahdi Rezapour, et al.
Foilsithe / Cruthaithe: (2021-08-01)

Monte carlo procedure with pseudo-medians for asymmetric distributions
de réir: Ahad, Nor Aishah, et al.
Foilsithe / Cruthaithe: (2009)

Controlled sequential Monte Carlo
de réir: Heng, J, et al.
Foilsithe / Cruthaithe: (2020)

Sequential Monte Carlo samplers
de réir: Del Moral, P, et al.
Foilsithe / Cruthaithe: (2006)

Monte Carlo methids for signal processing
de réir: Doucet, A, et al.
Foilsithe / Cruthaithe: (2005)

Rapid mixing of path integral Monte Carlo for 1D stoquastic Hamiltonians
de réir: Crosson, Elizabeth, et al.
Foilsithe / Cruthaithe: (2022)

Diffusion-HMC: Parameter Inference with Diffusion-model-driven Hamiltonian Monte Carlo
de réir: Nayantara Mudur, et al.
Foilsithe / Cruthaithe: (2024-01-01)

Adaptively Setting the Path Length for Separable Shadow Hamiltonian Hybrid Monte Carlo
de réir: Wilson Tsakane Mongwe, et al.
Foilsithe / Cruthaithe: (2021-01-01)

Rapid mixing of path integral Monte Carlo for 1D stoquastic Hamiltonians
de réir: Elizabeth Crosson, et al.
Foilsithe / Cruthaithe: (2021-02-01)

Utilising Partial Momentum Refreshment in Separable Shadow Hamiltonian Hybrid Monte Carlo
de réir: Wilson Tsakane Mongwe, et al.
Foilsithe / Cruthaithe: (2021-01-01)

Large sample asymptotics of the pseudo-marginal method
de réir: Schmon, S, et al.
Foilsithe / Cruthaithe: (2020)

Annealed Flow Transport Monte Carlo
de réir: Arbel, M, et al.
Foilsithe / Cruthaithe: (2021)

Sequential Monte Carlo methods for diffusion processes
de réir: Jasra, A, et al.
Foilsithe / Cruthaithe: (2009)

Parameter estimation for X-ray scattering analysis with Hamiltonian Markov Chain Monte Carlo
de réir: Zhang Jiang, et al.
Foilsithe / Cruthaithe: (2022-05-01)

Lithological tomography with the correlated pseudo-marginal method
de réir: Friedli, L, et al.
Foilsithe / Cruthaithe: (2021)

Comparing pseudo- and quantum-random number generators with Monte Carlo simulations
de réir: David Cirauqui, et al.
Foilsithe / Cruthaithe: (2024-09-01)

Monte Carlo smoothing for nonlinear time series
de réir: Godsill, S, et al.
Foilsithe / Cruthaithe: (2004)

On nonlinear Markov chain Monte Carlo
de réir: Andrieu, C, et al.
Foilsithe / Cruthaithe: (2011)

Particle Markov chain Monte Carlo methods
de réir: Andrieu, C, et al.
Foilsithe / Cruthaithe: (2010)

Introduction to Special Issue on Monte Carlo Methods in Statistics
de réir: Doucet, A, et al.
Foilsithe / Cruthaithe: (2013)

Monte Carlo variational auto-encoders
de réir: Thin, A, et al.
Foilsithe / Cruthaithe: (2021)