Showing stat.COShow all
3 papers · 1 filter
stat.CO2025
Unbiased Kinetic Langevin Monte Carlo with Inexact Gradients
Neil K. Chada, Benedict Leimkuhler, Daniel Paulin +1
We present an unbiased method for Bayesian posterior means based on kinetic Langevin dynamics that combines advanced splitting methods with enhanced gradient approximations. Our ap…
stat.CO2025
Bayesian Deep Learning with Multilevel Trace-class Neural Networks
Neil K. Chada, Ajay Jasra, Kody J. H. Law +1
In this article we consider Bayesian inference associated to deep neural networks (DNNs) and in particular, trace-class neural network (TNN) priors which can be preferable to tradi…
stat.CO2025
Multilevel Localized Ensemble Kalman Bucy Filters
Neil K. Chada
In this article we propose and develop a new methodology which is inspired from Kalman filtering and multilevel Monte Carlo (MLMC), entitle the multilevel localized ensemble Kalman…