48 citations · 97 across the 12 of their papers we have counts for
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stat.ME2022★ 1 cited
The Coupled Rejection Sampler
Adrien Corenflos, Simo Särkkä
We propose a coupled rejection-sampling method for sampling from couplings of arbitrary distributions. The method relies on accepting or rejecting coupled samples coming from domin…
stat.ME2015★ 48 cited
Probability Measures for Numerical Solutions of Differential Equations
Patrick R. Conrad, Mark Girolami, Simo Särkkä +2
In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions…