11 citations · 13 across the 2 of their papers we have counts for
3 papers
cs.LG2017★ 11 cited
Beyond normality: Learning sparse probabilistic graphical models in the non-Gaussian setting
Rebecca E. Morrison, Ricardo Baptista, Youssef Marzouk
We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional indepen…
stat.CO2017★ 2 cited
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
Alexandros Beskos, Ajay Jasra, Kody Law +2
In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with…
stat.ME2016
Sequential Bayesian optimal experimental design via approximate dynamic programming
Xun Huan, Youssef M. Marzouk
The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not ac…