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stat.ME2023
Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers
Benjamin J. Zhang, Youssef M. Marzouk, Konstantinos Spiliopoulos
Langevin dynamics are widely used in sampling high-dimensional, non-Gaussian distributions whose densities are known up to a normalizing constant. In particular, there is strong in…
stat.ME2018
Information geometry for approximate Bayesian computation
Konstantinos Spiliopoulos
The goal of this paper is to explore the basic Approximate Bayesian Computation (ABC) algorithm via the lens of information theory. ABC is a widely used algorithm in cases where th…