Found 66 Documents (Results 1–66)
Less interaction with forward models in Langevin dynamics: enrichment and homotopy. (English) Zbl 07906726
Restoring the discontinuous heat equation source using sparse boundary data and dynamic sensors. (English) Zbl 1542.35445
CUQIpy. I: Computational uncertainty quantification for inverse problems in Python. (English) Zbl 07813323
hIPPYlib-MUQ: a Bayesian inference software framework for integration of data with complex predictive models under uncertainty. (English) Zbl 07910032
MSC:
65-XX
Self-supervised deep learning for image reconstruction: a Langevin Monte Carlo approach. (English) Zbl 1530.68269
A reduced-rank approach to predicting multiple binary responses through machine learning. (English) Zbl 1523.62025
Efficient Bayes inference in neural networks through adaptive importance sampling. (English) Zbl 07757359
MSC:
68Txx
Convergence of position-dependent MALA with application to conditional simulation in GLMMs. (English) Zbl 07747453
MSC:
62-XX
Oracle lower bounds for stochastic gradient sampling algorithms. (English) Zbl 1489.60125
Reviewer: Anatoliy Swishchuk (Calgary)
Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN. (English) Zbl 07525156
ALMOND: adaptive latent modeling and optimization via neural networks and Langevin diffusion. (English) Zbl 1512.62087
Markov chain importance sampling – a highly efficient estimator for MCMC. (English) Zbl 07499858
MSC:
62-XX
Is there an analog of Nesterov acceleration for gradient-based MCMC? (English) Zbl 1475.62123
Reviewer: Kazuho Watanabe (Toyohashi)
Ensemble Kalman sampler: mean-field limit and convergence analysis. (English) Zbl 1468.35205
Reviewer: Eugene Postnikov (Kursk)
Affine invariant interacting Langevin dynamics for Bayesian inference. (English) Zbl 1472.65118
Reviewer: Christian Clason (Graz)
Fast mixing of Metropolized Hamiltonian Monte Carlo: benefits of multi-step gradients. (English) Zbl 1502.62030
Non-asymptotic guarantees for sampling by stochastic gradient descent. (English) Zbl 1436.62044
J. Contemp. Math. Anal., Armen. Acad. Sci. 54, No. 2, 71-78 (2019) and Izv. Nats. Akad. Nauk Armen., Mat. 54, No. 2, 43-53 (2019).
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient. (English) Zbl 1428.62316
Langevin diffusion for population based sampling with an application in Bayesian inference for pharmacodynamics. (English) Zbl 1390.62031
Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets. (English) Zbl 1384.65005
Hierarchical models: local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs. (English) Zbl 1466.62027
MSC:
62-08
Solution of the inverse scattering problem from inhomogeneous media using affine invariant sampling. (English) Zbl 1368.65169
Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels. (English) Zbl 1342.60122
Bayesian computation: a summary of the current state, and samples backwards and forwards. (English) Zbl 1331.62017
Intrinsic modeling of stochastic dynamical systems using empirical geometry. (English) Zbl 1345.94023
A comparative evaluation of stochastic-based inference methods for Gaussian process models. (English) Zbl 1294.62048
Bayesian spatio-dynamic modeling in cell motility studies: learning nonlinear taxic fields guiding the immune response. (English) Zbl 1443.62390
Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm. (English) Zbl 1246.65026
A note on convergence rate of a linearization method for the discretization of stochastic differential equations. (English) Zbl 1221.65020
Adaptive independent Metropolis-Hastings. (English) Zbl 1192.65009
Reviewer: Christian Lecot (Le Bourget-du-Lac)
Optimal scaling for partially updating MCMC algorithms. (English) Zbl 1127.60021
Reviewer: R. E. Maiboroda (Kyïv)
The stationary distribution of allele frequencies when selection acts at unlinked loci. (English) Zbl 1112.92043
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