Aaron Smith

activity

20142026

most citedAccelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations

82 citations · 204 across the 14 of their papers we have counts for

collaborators

Showing 2016Show all

2 papers · 1 filter

math.PR2016

Rapid Mixing of Geodesic Walks on Manifolds with Positive Curvature

Oren Mangoubi, Aaron Smith

We introduce a Markov chain for sampling from the uniform distribution on a Riemannian manifold $M$ , which we call the $geodesic walk$ . We prove that the mixing…

stat.CO2016

Parallel local approximation MCMC for expensive models

Patrick Conrad, Andrew Davis, Youssef Marzouk +2

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model…