26 citations · 62 across the 6 of their papers we have counts for
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math.ST2018★ 3 cited
Quasi Markov Chain Monte Carlo Methods
Tobias Schwedes, Ben Calderhead
Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However,…
stat.ME2018★ 17 cited
Implicit Probabilistic Integrators for ODEs
Onur Teymur, Han Cheng Lie, Tim Sullivan +1
We introduce a family of implicit probabilistic integrators for initial value problems (IVPs), taking as a starting point the multistep Adams-Moulton method. The implicit construct…