63 citations · 308 across the 48 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2026
Laplace-Fisher Gate Identities for Optimal Matrix-Gated Blended Score Estimation
Alois Duston, Tan Bui-Thanh
Sampling from an unnormalized target density by reversing an Ornstein-Uhlenbeck diffusion requires the score of each noise-perturbed marginal law. Two exact identities are availabl…
math.ST2014★ 50 cited
Solving Large-Scale PDE-constrained Bayesian Inverse Problems with Riemann Manifold Hamiltonian Monte Carlo
Tan Bui-Thanh, Mark Girolami
We consider the Riemann manifold Hamiltonian Monte Carlo (RMHMC) method for solving statistical inverse problems governed by partial differential equations (PDEs). The power of the…