This chapter surveys progress on three related topics in perturbations of Markov chains: the motivating question of when and how" perturbed" MCMC chains are developed, the …
It is widely known that the performance of Markov chain Monte Carlo (MCMC) can degrade quickly when targeting computationally expensive posterior distributions, such as when the …
A Neufeld, MNC En, Y Zhang - arXiv preprint arXiv:2403.09532, 2024 - arxiv.org
In this paper we develop a Stochastic Gradient Langevin Dynamics (SGLD) algorithm tailored for solving a certain class of non-convex distributionally robust optimisation …
Speeding up Markov Chain Monte Carlo (MCMC) for datasets with many observations by data subsampling has recently received considerable attention. A pseudo-marginal MCMC …
Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging …
Delayed-acceptance is a technique for reducing computational effort for Bayesian models with expensive likelihoods. Using a delayed-acceptance kernel for Markov chain Monte …
We provide a simple and general solution to the fundamental open problem of inaccurate uncertainty quantification of Bayesian inference in misspecified or approximate models, and …
A multivariate generalisation of the Whittle likelihood is used to extend spectral subsampling MCMC to stationary multivariate time series by subsampling matrix-valued periodogram …
Abstract Speeding up Markov chain Monte Carlo (MCMC) for datasets with many observations by data subsampling has recently received considerable attention. A pseudo …