362 citations · 635 across the 29 of their papers we have counts for
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Ensemble Kalman Inversion for General Likelihoods
Samuel Duffield, Sumeetpal S. Singh
In this letter we generalise Ensemble Kalman inversion techniques to general Bayesian models where previously they were restricted to additive Gaussian likelihoods - all in the dif…
Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-Differentiable Priors
Jacob Vorstrup Goldman, Torben Sell, Sumeetpal Sidhu Singh
The use of non-differentiable priors in Bayesian statistics has become increasingly popular, in particular in Bayesian imaging analysis. Current state of the art methods are approx…
Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state space models
Jacob Vorstrup Goldman, Sumeetpal Sidhu Singh
We propose a novel blocked version of the continuous-time bouncy particle sampler of [Bouchard-Côté et al., 2018] which is applicable to any differentiable probability density. Thi…