Normalizing constants of log-concave densities
From MaRDI portal
Publication:1746544
DOI10.1214/18-EJS1411zbMath1473.65005arXiv1707.00460OpenAlexW2727992070WikidataQ130164309 ScholiaQ130164309MaRDI QIDQ1746544
Alain Durmus, Nicolas Brosse, Eric Moulines
Publication date: 25 April 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.00460
Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40) Sequential statistical analysis (62L10) (L^p)-limit theorems (60F25)
Related Items
An Invitation to Sequential Monte Carlo Samplers, Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters, Unnamed Item, Normalizing constants of log-concave densities, Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity, User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient, Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics, Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bayes model selection with path sampling: factor models and other examples
- Curvature, concentration and error estimates for Markov chain Monte Carlo
- Tuning tempered transitions
- Improving power posterior estimation of statistical evidence
- From microphysics to macrophysics. Methods and applications of statistical physics. II. Translated from the French by D. ter Haar.
- Random generation of combinatorial structures from a uniform distribution
- Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability
- Exponential convergence of Langevin distributions and their discrete approximations
- Introductory lectures on convex optimization. A basic course.
- Multilevel particle filters: normalizing constant estimation
- Normalizing constants of log-concave densities
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
- Monte Carlo methods in Bayesian computation
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- Approximation algorithms for the normalizing constant of Gibbs distributions
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
- Bypassing KLS
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Sequential Monte Carlo Samplers
- Maximum-a-Posteriori Estimation with Bayesian Confidence Regions
- The Bayesian Choice
- Fixed Precision MCMC Estimation by Median of Products of Averages
- Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
- Optimal Transport
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
