2 papers
math.NA2021
Affine-invariant ensemble transform methods for logistic regression
Jakiw Pidstrigach, Sebastian Reich
We investigate the application of ensemble transform approaches to Bayesian inference of logistic regression problems. Our approach relies on appropriate extensions of the popular…
math.PR2020
Convergence of Preconditioned Hamiltonian Monte Carlo on Hilbert Spaces
Jakiw Pidstrigach
In this article, we consider the preconditioned Hamiltonian Monte Carlo (pHMC) algorithm defined directly on an infinite-dimensional Hilbert space. In this context, and under a con…