3 citations · 4 across the 10 of their papers we have counts for
13 papers
On the mixing properties of some preconditioned multiproposal Markov Chain Monte Carlo algorithms
Giulia Carigi, Nathan E. Glatt-Holtz, Cecilia F. Mondaini +1
We study two recently discovered "dimension-free" Monte Carlo sampling algorithms, the multiproposal and multiple-try preconditioned Crank-Nicolson methods (mpCN and MTpCN). These…
Optimal minimax formula for bounds on ensemble averages of statistically stationary three-dimensional Navier-Stokes flows
Anne Bronzi, Cecília F. Mondaini, Ricardo M. S. Rosa
We establish an optimal upper bound formula for ensemble averages of flow quantities associated with the three-dimensional incompressible Navier-Stokes equations. The formula takes…
Mad Props: Parallelism in Markov Chain Monte Carlo Through the Lens of the Infinite Proposal Limit
Nathan E. Glatt-Holtz, Andrew J. Holbrook, Justin A. Krometis +1
Multiproposal MCMC (MP-MCMC) algorithms use clouds of proposals to efficiently traverse state spaces and overcome complex target geometries. While MCMC methods are embarrassingly p…
On the convergence of trajectory statistical solutions
Anne C. Bronzi, Cecilia F. Mondaini, Ricardo M. S. Rosa
In this work, a recently introduced general framework for trajectory statistical solutions is considered, and the question of convergence of families of such solutions is addressed…
Sacred and Profane: from the Involutive Theory of MCMC to Helpful Hamiltonian Hacks
Nathan E. Glatt-Holtz, Andrew J. Holbrook, Justin A. Krometis +2
In the first edition of this Handbook, two remarkable chapters consider seemingly distinct yet deeply connected subjects ...
On the locally self-similar blowup for the generalized SQG equation
Anne Bronzi, Ricardo Guimarães, Cecilia Mondaini
We analyze finite-time blowup scenarios of locally self-similar type for the inviscid generalized surface quasi-geostrophic equation (gSQG) in . Under an growth…