15 citations · 55 across the 9 of their papers we have counts for
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stat.ME2017
Localization for MCMC: sampling high-dimensional posterior distributions with local structure
Matthias Morzfeld, Xin T. Tong, Youssef M. Marzouk
We investigate how ideas from covariance localization in numerical weather prediction can be used in Markov chain Monte Carlo (MCMC) sampling of high-dimensional posterior distribu…
stat.ME2014
Feature Augmentation via Nonparametrics and Selection (FANS) in High Dimensional Classification
Jianqing Fan, Yang Feng, Jiancheng Jiang +1
We propose a high dimensional classification method that involves nonparametric feature augmentation. Knowing that marginal density ratios are the most powerful univariate classifi…