2 papers
stat.CO2018
Accelerating delayed-acceptance Markov chain Monte Carlo algorithms
Samuel Wiqvist, Umberto Picchini, Julie Lyng Forman +2
Delayed-acceptance Markov chain Monte Carlo (DA-MCMC) samples from a probability distribution via a two-stages version of the Metropolis-Hastings algorithm, by combining the target…
stat.ME2013
A new approach to multi-modal diffusions with applications to protein folding
Julie Forman, Michael Sørensen
This article demonstrates that flexible and statistically tractable multi-modal diffusion models can be attained by transformation of simple well-known diffusion models such as the…