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20132016
most citedProjection methods and discrete gradient methods for preserving first integrals of ODEs

11 citations · 16 across the 7 of their papers we have counts for

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Showing 2015Show all

2 papers · 1 filter

stat.CO2015

Fast sampling in a linear-Gaussian inverse problem

Colin Fox, Richard A. Norton

We solve the inverse problem of deblurring a pixelized image of Jupiter using regularized deconvolution and by sample-based Bayesian inference. By efficiently sampling the marginal…

math.PR2015★ 2 cited

Efficiency and computability of MCMC with Langevin, Hamiltonian, and other matrix-splitting proposals

Richard A. Norton, Colin Fox

We analyse computational efficiency of Metropolis-Hastings algorithms with AR(1) process proposals. These proposals include, as a subclass, discretized Langevin diffusion (e.g. MAL…