9 citations · 16 across the 7 of their papers we have counts for
3 papers · 1 filter
Efficient Numerical Algorithms for the Generalized Langevin Equation
Benedict Leimkuhler, Matthias Sachs
We study the design and implementation of numerical methods to solve the generalized Langevin equation (GLE) focusing on canonical sampling properties of numerical integrators. For…
Non-reversible Markov chain Monte Carlo for sampling of districting maps
Gregory Herschlag, Jonathan C. Mattingly, Matthias Sachs +1
Evaluating the degree of partisan districting (Gerrymandering) in a statistical framework typically requires an ensemble of districting plans which are drawn from a prescribed prob…
Posterior computation with the Gibbs zig-zag sampler
Matthias Sachs, Deborshee Sen, Jianfeng Lu +1
An intriguing new class of piecewise deterministic Markov processes (PDMPs) has recently been proposed as an alternative to Markov chain Monte Carlo (MCMC). In order to facilitate…