MCMC Methods for Functions: ModifyingOld Algorithms to Make Them Faster

Keywords

Algorithm, Gaussian process, Measure (data warehouse), Gaussian, Markov chain Monte Carlo

References

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Cited by

• Consistency and Fluctuations For Stochastic Gradient Langevin DynamicsYee Whye Teh, Alexandre H. Thiéry, Sebastian J. Vollmer — 2014
• On the random walk metropolis algorithm for Gaussian random field priors and the gradient flowNatesh S. Pillai, Andrew M. Stuart, Alexandre H. Thiéry — 2011
• Algorithms for Kullback-Leibler Approximation of Probability Measures in Infinite DimensionsF. J. Pinski, Gideon Simpson, Andrew M. Stuart — 2014
• Efficient Adaptive MCMC Through Precision EstimationJonas Wallin, David Bolin — 2015
• Metropolis-Hastings algorithms for perturbations of Gaussian measures in high dimensions: Contraction properties and error bounds in the logconcave caseAndreas Eberle — 2012
• Assessment of Sequential and Simultaneous Ensemble-based History Matching Methods for Weakly Non-linear ProblemsKristian Fossum — 2015
• Bayesian computation: a summary of the current state, and samples backwards and forwardsPeter J. Green, Krzysztof Łatuszyński, Marcelo Pereyra — 2015
• Massively Parallel Dimension Independent Adaptive MetropolisYuxin Chen — 2015
• Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian PriorsSebastian J. Vollmer — 2013
• Statistical and numerical methods for diffusion processes with multiple scalesSebastian Krumscheid — 2014
• Assimilating Eulerian and Lagrangian data to quantify flow uncertainty in testbed oceanography modelsDamon McDougall — 2012
• Accelerating Bayesian Inference in Computationally Expensive Computer Models Using Local and Global ApproximationsPatrick R. Conrad — 2014
• Transport maps for accelerated Bayesian computationMatthew Parno — 2015
• Efficient MCMC and posterior consistency for Bayesian inverse problemsS. Vollmer — 2013
• Sequential Monte Carlo methods for Bayesian elliptic inverse problemsAlexandros Beskos, Ajay Jasra, Ege Muzaffer — 2014
• A Bayesian Level Set Method for Geometric Inverse ProblemsMarco Iglesias, Yulong Lu, Andrew M. Stuart — 2015
• Bayesian computation: a perspective on the current state, and sampling backwards and forwardsPeter Green, Krzysztof Latuszyski, Marcelo Pereyra — 2015
• A Bayesian framework for the validation of models for subsurface flows: synthetic experimentsMorteza Akbarabadi, Marcio R. Borges, Ahmad Jan — 2015
• Iterative ensemble smoothers in the annealed importance sampling frameworkAndreas S. Stordal, Ahmed H. Elsheikh — 2015
• An adaptive independence sampler MCMC algorithm for infinite dimensional Bayesian inferencesZhe Feng, Jinglai Li — 2015

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