116 citations · 415 across the 17 of their papers we have counts for
Showing 2017 · stat.MEShow all
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stat.ME2017★ 32 cited
The True Cost of Stochastic Gradient Langevin Dynamics
Tigran Nagapetyan, Andrew B. Duncan, Leonard Hasenclever +3
The problem of posterior inference is central to Bayesian statistics and a wealth of Markov Chain Monte Carlo (MCMC) methods have been proposed to obtain asymptotically correct sam…
stat.ME2017★ 53 cited
Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains
Joris Bierkens, Alexandre Bouchard-Côté, Arnaud Doucet +5
Piecewise Deterministic Monte Carlo algorithms enable simulation from a posterior distribution, whilst only needing to access a sub-sample of data at each iteration. We show how th…