activity
20122024
most citedCoupled MCMC with a randomized acceptance probability

33 citations · 54 across the 17 of their papers we have counts for

collaborators

19 papers

stat.CO2024

Posterior exploration for computationally intensive forward models

Mikkel B. Lykkegaard, Colin Fox, Dave Higdon +2

In this chapter, we address the challenge of exploring the posterior distributions of Bayesian inverse problems with computationally intensive forward models. We consider various m…

stat.ME2022

Multilevel Delayed Acceptance MCMC

Mikkel B. Lykkegaard, Tim J. Dodwell, Colin Fox +2

We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target d…

q-bio.PE2021

Parsimony and the rank of a flattening matrix

Jandre Snyman, Colin Fox, David Bryant

The standard models of sequence evolution on a tree determine probabilities for every character or site pattern. A flattening is an arrangement of these probabilities into a matrix…

stat.CO2020★ 1 cited

Multilevel Delayed Acceptance MCMC with an Adaptive Error Model in PyMC3

Mikkel B. Lykkegaard, Grigorios Mingas, Robert Scheichl +2

Uncertainty Quantification through Markov Chain Monte Carlo (MCMC) can be prohibitively expensive for target probability densities with expensive likelihood functions, for instance…

stat.CO2020

Randomized Reduced Forward Models for Efficient Metropolis--Hastings MCMC, with Application to Subsurface Fluid Flow and Capacitance Tomography

Colin Fox, Tiangang Cui, Markus Neumayer

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practic…

q-bio.PE2019

Bayesian inference of species trees using diffusion models

Marnus Stoltz, Boris Bauemer, Remco Bouckaert +3

We describe a new and computationally efficient Bayesian methodology for inferring species trees and demographics from unlinked binary markers. Likelihood calculations are carried…