341 citations · 852 across the 28 of their papers we have counts for
Showing 2016 · stat.COShow all
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stat.CO2016★ 3 cited
Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
Andrew Holbrook, Shiwei Lan, Alexander Vandenberg-Rodes +1
We extend the application of Hamiltonian Monte Carlo to allow for sampling from probability distributions defined over symmetric or Hermitian positive definite matrices. To do so,…
stat.CO2016★ 136 cited
Geometric MCMC for Infinite-Dimensional Inverse Problems
Alexandros Beskos, Mark Girolami, Shiwei Lan +2
Bayesian inverse problems often involve sampling posterior distributions on infinite-dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms are charact…