82 citations · 86 across the 4 of their papers we have counts for
5 papers
Efficient sampling from a multivariate normal distribution subject to linear equality and inequality constraints
Matthew P. Adams, Gloria M. Monsalve-Bravo, Lucy G. Dowdell +2
Sampling from multivariate normal distributions, subjected to a variety of restrictions, is a problem that is recurrent in statistics and computing. In the present work, we demonst…
Variational Transdimensional Inference
Laurence Davies, Dan Mackinlay, Rafael Oliveira +1
The expressiveness of flow-based models combined with stochastic variational inference (SVI) has expanded the application of optimization-based Bayesian inference to highly complex…
Efficient data augmentation for multivariate probit models with panel data: An application to general practitioner decision-making about contraceptives
Vincent Chin, David Gunawan, Denzil G. Fiebig +2
This article considers the problem of estimating a multivariate probit model in a panel data setting with emphasis on sampling a high-dimensional correlation matrix and improving t…
High-dimensional ABC
D. J. Nott, V. M. -H. Ong, Y. Fan +1
This Chapter, "High-dimensional ABC", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind extending A…
Likelihood-free Markov chain Monte Carlo
S A Sisson, Y Fan
To appear to MCMC handbook, S. P. Brooks, A. Gelman, G. Jones and X.-L. Meng (eds), Chapman & Hall.