120 citations · 568 across the 33 of their papers we have counts for
3 papers · 2 filters
The True Cost of Stochastic Gradient Langevin Dynamics
Tigran Nagapetyan, Andrew B. Duncan, Leonard Hasenclever +3
The problem of posterior inference is central to Bayesian statistics and a wealth of Markov Chain Monte Carlo (MCMC) methods have been proposed to obtain asymptotically correct sam…
Nonreversible Langevin Samplers: Splitting Schemes, Analysis and Implementation
A. B. Duncan, G. A. Pavliotis, K. C. Zygalakis
For a given target density, there exist an infinite number of diffusion processes which are ergodic with respect to this density. As observed in a number of papers, samplers based…
Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains
Joris Bierkens, Alexandre Bouchard-Côté, Arnaud Doucet +5
Piecewise Deterministic Monte Carlo algorithms enable simulation from a posterior distribution, whilst only needing to access a sub-sample of data at each iteration. We show how th…