15 citations · 55 across the 9 of their papers we have counts for
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stat.CO2021★ 4 cited
A unified performance analysis of likelihood-informed subspace methods
Tiangang Cui, Xin T. Tong
The likelihood-informed subspace (LIS) method offers a viable route to reducing the dimensionality of high-dimensional probability distributions arising in Bayesian inference. LIS…
stat.CO2019★ 1 cited
MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
X. T. Tong, M. Morzfeld, Y. M. Marzouk
Markov chain Monte Carlo (MCMC) samplers are numerical methods for drawing samples from a given target probability distribution. We discuss one particular MCMC sampler, the MALA-wi…