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19912019
most citedemcee: The MCMC Hammer

12.4k citations · 12.6k across the 9 of their papers we have counts for

collaborators

11 papers

stat.ML2019★ 4 cited

Iterative Construction of Gaussian Process Surrogate Models for Bayesian Inference

Leen Alawieh, Jonathan Goodman, John B. Bell

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems…

math.NA2018

A Bayesian approach to calibrating hydrogen flame kinetics using many experiments and parameters

John Bell, Marcus Day, Jonathan Goodman +2

First-principles Markov Chain Monte Carlo sampling is used to investigate uncertainty quantification and uncertainty propagation in parameters describing hydrogen kinetics. Specifi…

math.NA2017

Monte Carlo on manifolds: sampling densities and integrating functions

Emilio Zappa, Miranda Holmes-Cerfon, Jonathan Goodman

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability dis…

physics.flu-dyn2016

The Effect of Noise on the Propagating Speed of Pre-mixed Laminar Flame Fronts

Hongliang Liu, Jonathan Goodman

We study the effect of thermal noise on the propagation speed of a planar flame. We show that this out of equilibrium greatly amplifies the effect of thermal noise to yield macrosc…

physics.comp-ph2016

A Bifurcation Monte Carlo Scheme for Rare Event Simulation

Hongliang Liu, Jonathan Goodman

The bifurcation method is a way to do rare event sampling -- to estimate the probability of events that are too rare to be found by direct simulation. We describe the bifurcation m…

math.NA2014

Small-noise analysis and symmetrization of implicit Monte Carlo samplers

Jonathan Goodman, Kevin K. Lin, Matthias Morzfeld

Implicit samplers are algorithms for producing independent, weighted samples from multi-variate probability distributions. These are often applied in Bayesian data assimilation alg…