Stereographic markov chain monte carlo
Stereographic Markov chain Monte Carlo Page 1 The Annals of Statistics 2024, Vol. 52, No. 6,
2692–2713 https://doi.org/10.1214/24-AOS2426 © Institute of Mathematical Statistics, 2024 …
2692–2713 https://doi.org/10.1214/24-AOS2426 © Institute of Mathematical Statistics, 2024 …
Mean-square analysis of discretized Itô diffusions for heavy-tailed sampling
We analyze the complexity of sampling from a class of heavy-tailed distributions by
discretizing a natural class of Itô diffusions associated with weighted Poincaré inequalities …
discretizing a natural class of Itô diffusions associated with weighted Poincaré inequalities …
Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincar\'e--Lions inequalities
We study the long-time convergence behavior of underdamped Langevin dynamics, when
the spatial equilibrium satisfies a weighted Poincar\'e inequality, with a general velocity …
the spatial equilibrium satisfies a weighted Poincar\'e inequality, with a general velocity …
Non-reversible processes: GENERIC, hypocoercivity and fluctuations
We consider two approaches to study non-reversible Markov processes, namely the
hypocoercivity theory and general equations for non-equilibrium reversible–irreversible …
hypocoercivity theory and general equations for non-equilibrium reversible–irreversible …
An analysis of Transformed Unadjusted Langevin Algorithm for Heavy-tailed Sampling
Y He, K Balasubramanian… - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
We analyze the oracle complexity of sampling from polynomially decaying heavy-tailed
target densities based on running the Unadjusted Langevin Algorithm on certain …
target densities based on running the Unadjusted Langevin Algorithm on certain …
NuZZ: numerical Zig-Zag sampling for general models
Markov chain Monte Carlo (MCMC) is a key algorithm in computational statistics, and as
datasets grow larger and models grow more complex, many popular MCMC algorithms …
datasets grow larger and models grow more complex, many popular MCMC algorithms …
Speed up zig-zag
G Vasdekis, GO Roberts - The Annals of Applied Probability, 2023 - projecteuclid.org
Speed up Zig-Zag Page 1 The Annals of Applied Probability 2023, Vol. 33, No. 6A, 4693–4746
https://doi.org/10.1214/23-AAP1930 This research was funded, in whole or in part, by [NERC …
https://doi.org/10.1214/23-AAP1930 This research was funded, in whole or in part, by [NERC …
[HTML][HTML] Infinite dimensional Piecewise Deterministic Markov Processes
P Dobson, J Bierkens - Stochastic Processes and their Applications, 2023 - Elsevier
In this paper we aim to construct infinite dimensional versions of well established Piecewise
Deterministic Monte Carlo methods, such as the Bouncy Particle Sampler, the Zig-Zag …
Deterministic Monte Carlo methods, such as the Bouncy Particle Sampler, the Zig-Zag …
NuZZ: Numerical Zig-Zag for general models
Abstract Markov chain Monte Carlo (MCMC) is a key algorithm in computational statistics,
and as datasets grow larger and models grow more complex, many popular MCMC …
and as datasets grow larger and models grow more complex, many popular MCMC …
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
G Vasdekis, GO Roberts - Journal of Applied Probability, 2022 - cambridge.org
A NOTE ON THE POLYNOMIAL ERGODICITY OF THE ONE-DIMENSIONAL ZIG-ZAG
PROCESS Page 1 J. Appl. Probab. 59, 895–903 (2022) doi:10.1017/jpr.2021.97 A NOTE ON …
PROCESS Page 1 J. Appl. Probab. 59, 895–903 (2022) doi:10.1017/jpr.2021.97 A NOTE ON …