2 papers
stat.ME2025
Improved MCMC with active subspaces
Leonardo Ripoli, Richard G. Everitt
Constantine et al. (2016) introduced a Metropolis-Hastings (MH) approach that target the active subspace of a posterior distribution: a linearly projected subspace that is informed…
stat.CO2024
Sequential Monte Carlo with active subspaces
Leonardo Ripoli, Richard G. Everitt
Monte Carlo methods, such as Markov chain Monte Carlo (MCMC), remain the most regularly-used approach for implementing Bayesian inference. However, the computational cost of these…