137 citations · 152 across the 3 of their papers we have counts for
4 papers
Schrödinger Bridge Samplers
Espen Bernton, Jeremy Heng, Arnaud Doucet +1
Consider a reference Markov process with initial distribution and transition kernels , for some . Assume that you are given distribut…
Approximate Bayesian computation with the Wasserstein distance
Espen Bernton, Pierre E. Jacob, Mathieu Gerber +1
A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular…
Langevin Monte Carlo and JKO splitting
Espen Bernton
Algorithms based on discretizing Langevin diffusion are popular tools for sampling from high-dimensional distributions. We develop novel connections between such Monte Carlo algori…
Locally weighted Markov chain Monte Carlo
Espen Bernton, Shihao Yang, Yang Chen +2
We propose a weighting scheme for the proposals within Markov chain Monte Carlo algorithms and show how this can improve statistical efficiency at no extra computational cost. Thes…