The following pages link to (Q5190855):
Displaying 15 items.
- FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems (Q338594) (← links)
- Diffusion limits of the random walk Metropolis algorithm in high dimensions (Q433896) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- Hybrid Monte Carlo on Hilbert spaces (Q719371) (← links)
- Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions (Q1703077) (← links)
- Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions (Q1931320) (← links)
- Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions (Q2389596) (← links)
- Optimal tuning of the hybrid Monte Carlo algorithm (Q2435211) (← links)
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions (Q2443195) (← links)
- On the stability of sequential Monte Carlo methods in high dimensions (Q2511554) (← links)
- Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2944996) (← links)
- Monte Carlo on Manifolds: Sampling Densities and Integrating Functions (Q4562008) (← links)
- Bayesian Inference on Local Distributions of Functions and Multidimensional Curves with Spherical HMC Sampling (Q5021911) (← links)
- A Bayesian Approach to Estimating Background Flows from a Passive Scalar (Q5119638) (← links)
- Optimal friction matrix for underdamped Langevin sampling (Q6181262) (← links)