137 citations · 199 across the 7 of their papers we have counts for
Showing stat.COShow all
3 papers · 1 filter
stat.CO2019★ 11 cited
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…
stat.CO2018★ 24 cited
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…
stat.CO2015★ 4 cited
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…