Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors

From MaRDI portal
Publication:693322

DOI10.1007/s11222-011-9257-9zbMath1252.62015arXiv1003.0428OpenAlexW2013957760MaRDI QIDQ693322

Gabriel Stoltz, Tony Lelièvre, Nicolas Chopin

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.0428



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (19)

Efficient Numerical Algorithms for the Generalized Langevin EquationConvergence and efficiency of adaptive importance sampling techniques with partial biasingOptimal non-reversible linear drift for the convergence to equilibrium of a diffusionSparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastographyEnsemble Markov Chain Monte Carlo with Teleporting WalkersOn‐line partitioning of the sample space in the regional adaptive algorithmStochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilitiesAnalysis of an adaptive biasing force method based on self-interacting dynamicsEnsemble preconditioning for Markov chain Monte Carlo simulationStratification as a General Variance Reduction Method for Markov Chain Monte CarloMultimodal, high-dimensional, model-based, Bayesian inverse problems with applications in biomechanicsMulticanonical MCMC for sampling rare events: an illustrative reviewLocal and global perspectives on diffusion maps in the analysis of molecular systemsSelf-healing umbrella sampling: convergence and efficiencyPartial differential equations and stochastic methods in molecular dynamicsA surrogate accelerated multicanonical Monte Carlo method for uncertainty quantificationLangevin dynamics with constraints and computation of free energy differencesBayesian methods of representative values of variable actionsConvergence of the Wang-Landau algorithm



Cites Work


This page was built for publication: Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors