12 citations · 25 across the 8 of their papers we have counts for
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stat.ME2019★ 6 cited
Spectral Subsampling MCMC for Stationary Time Series
Robert Salomone, Matias Quiroz, Robert Kohn +2
Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datasets has developed rapidly in recent years. However, the underlying methods are generally limited to relativel…
stat.ML2019★ 3 cited
Implicit Langevin Algorithms for Sampling From Log-concave Densities
Liam Hodgkinson, Robert Salomone, Fred Roosta
For sampling from a log-concave density, we study implicit integrators resulting from -method discretization of the overdamped Langevin diffusion stochastic differential equatio…