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...

Szczegółowa specyfikacja

Opis bibliograficzny
Główni autorzy:	Alenlov, J, Doucet, A, Lindsten, F
Format:	Journal article
Język:	English
Wydane:	Journal of Machine Learning Research 2021

Podobne zapisy

Nonparametric Hamiltonian Monte Carlo
od: Mak, C, i wsp.
Wydane: (2021)

Interacting particle Markov chain Monte Carlo
od: Doucet, A, i wsp.
Wydane: (2016)

Quantum dynamical Hamiltonian Monte Carlo
od: Owen Lockwood, i wsp.
Wydane: (2024-08-01)

Shadow Magnetic Hamiltonian Monte Carlo
od: Wilson Tsakane Mongwe, i wsp.
Wydane: (2022-01-01)

Adaptive Magnetic Hamiltonian Monte Carlo
od: Wilson Tsakane Mongwe, i wsp.
Wydane: (2021-01-01)

Antithetic Magnetic and Shadow Hamiltonian Monte Carlo
od: Wilson Tsakane Mongwe, i wsp.
Wydane: (2021-01-01)

Quantum-Inspired Magnetic Hamiltonian Monte Carlo.
od: Wilson Tsakane Mongwe, i wsp.
Wydane: (2021-01-01)

Toward practical N2 Monte Carlo: The Marginal Particle Filter
od: Klaas, M, i wsp.
Wydane: (2005)

Toward Practical N2 Monte Carlo: the Marginal Particle Filter
od: Klaas, M, i wsp.
Wydane: (2005)

Marginal maximum a posteriori estimation using Markov chain Monte Carlo
od: Doucet, A, i wsp.
Wydane: (2002)

Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
od: Deligiannidis, G, i wsp.
Wydane: (2021)

Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
od: Deligiannidis, G, i wsp.
Wydane: (2020)

Magnetic Hamiltonian Monte Carlo With Partial Momentum Refreshment
od: Wilson Tsakane Mongwe, i wsp.
Wydane: (2021-01-01)

Adaptive Hamiltonian and Riemann Manifold Monte Carlo Samplers
od: Wang, Z, i wsp.
Wydane: (2013)

Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
od: Burda Martin, i wsp.
Wydane: (2019-06-01)

Integral geometry, Hamiltonian dynamics, and Markov Chain Monte Carlo
od: Mangoubi, Oren (Oren Rami)
Wydane: (2016)

Gradient-free Hamiltonian Monte Carlo with efficient Kernel exponential families
od: Strathmann, H, i wsp.
Wydane: (2015)

Bayesian Estimation of Simultaneous Regression Quantiles Using Hamiltonian Monte Carlo
od: Hassan Hachem, i wsp.
Wydane: (2024-05-01)

Quantum Monte Carlo algorithm for arbitrary spin-1/2 Hamiltonians
od: Lev Barash, i wsp.
Wydane: (2024-03-01)

Hamiltonian Monte Carlo with Random Effect for Analyzing Cyclist Crash Severity
od: Mahdi Rezapour, i wsp.
Wydane: (2021-08-01)

Monte carlo procedure with pseudo-medians for asymmetric distributions
od: Ahad, Nor Aishah, i wsp.
Wydane: (2009)

Controlled sequential Monte Carlo
od: Heng, J, i wsp.
Wydane: (2020)

Sequential Monte Carlo samplers
od: Del Moral, P, i wsp.
Wydane: (2006)

Monte Carlo methids for signal processing
od: Doucet, A, i wsp.
Wydane: (2005)

Rapid mixing of path integral Monte Carlo for 1D stoquastic Hamiltonians
od: Crosson, Elizabeth, i wsp.
Wydane: (2022)

Diffusion-HMC: Parameter Inference with Diffusion-model-driven Hamiltonian Monte Carlo
od: Nayantara Mudur, i wsp.
Wydane: (2024-01-01)

Adaptively Setting the Path Length for Separable Shadow Hamiltonian Hybrid Monte Carlo
od: Wilson Tsakane Mongwe, i wsp.
Wydane: (2021-01-01)

Rapid mixing of path integral Monte Carlo for 1D stoquastic Hamiltonians
od: Elizabeth Crosson, i wsp.
Wydane: (2021-02-01)

Utilising Partial Momentum Refreshment in Separable Shadow Hamiltonian Hybrid Monte Carlo
od: Wilson Tsakane Mongwe, i wsp.
Wydane: (2021-01-01)

Large sample asymptotics of the pseudo-marginal method
od: Schmon, S, i wsp.
Wydane: (2020)

Annealed Flow Transport Monte Carlo
od: Arbel, M, i wsp.
Wydane: (2021)

Sequential Monte Carlo methods for diffusion processes
od: Jasra, A, i wsp.
Wydane: (2009)

Parameter estimation for X-ray scattering analysis with Hamiltonian Markov Chain Monte Carlo
od: Zhang Jiang, i wsp.
Wydane: (2022-05-01)

Lithological tomography with the correlated pseudo-marginal method
od: Friedli, L, i wsp.
Wydane: (2021)

Comparing pseudo- and quantum-random number generators with Monte Carlo simulations
od: David Cirauqui, i wsp.
Wydane: (2024-09-01)

Monte Carlo smoothing for nonlinear time series
od: Godsill, S, i wsp.
Wydane: (2004)

On nonlinear Markov chain Monte Carlo
od: Andrieu, C, i wsp.
Wydane: (2011)

Particle Markov chain Monte Carlo methods
od: Andrieu, C, i wsp.
Wydane: (2010)

Introduction to Special Issue on Monte Carlo Methods in Statistics
od: Doucet, A, i wsp.
Wydane: (2013)

Monte Carlo variational auto-encoders
od: Thin, A, i wsp.
Wydane: (2021)