33 citations · 59 across the 25 of their papers we have counts for
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stat.CO2018★ 2 cited
Mesh Invariant Infinite Dimensional Adaptive MCMC for Latent Gaussian Processes
Jonas Wallin, Sreekar Vadlamani
We introduce mesh-invariant adaptive Markov chain Monte Carlo methods for Gaussian-process posteriors arising in infinite-dimensional Bayesian inference. In function-space MCMC, po…
stat.CO2015★ 1 cited
Spatially adaptive covariance tapering
David Bolin, Jonas Wallin
Covariance tapering is a popular approach for reducing the computational cost of spatial prediction and parameter estimation for Gaussian process models. However, tapering can have…
stat.CO2015
Efficient adaptive MCMC through precision estimation
Jonas Wallin, David Bolin
A novel adaptive Markov chain Monte Carlo algorithm is presented. The algorithm utilizes sparsity in the partial correlation structure of a density to efficiently estimate the cova…