Found 2,372 Documents (Results 1–100)
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension. (English) Zbl 07924310
Metropolis-Hastings transition kernel couplings. (English. French summary) Zbl 07904828
Marginal likelihood estimation in semiblind image deconvolution: a stochastic approximation approach. (English) Zbl 07896972
Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems. (English) Zbl 07889330
Study and optimization of \(N\)-particle numerical statistical algorithm for solving the Boltzmann equation. (English) Zbl 07866005
Computationally efficient sampling methods for sparsity promoting hierarchical Bayesian models. (English) Zbl 1541.62005
Domain-decomposed Bayesian inversion based on local Karhunen-Loève expansions. (English) Zbl 07842847
Bayesian parameter inference for partially observed stochastic Volterra equations. (English) Zbl 1537.62005
Markov chain approximation for Hamilton-Jacobi-Bellman equation with absorbing boundary. (English) Zbl 1539.35033
Reviewer: Rodica Luca (Iaşi)
The importance Markov chain. (English) Zbl 1537.60097
Chilled sampling for uncertainty quantification: a motivation from a meteorological inverse problem. (English) Zbl 1531.86004
SBFEM and Bayesian inference for efficient multiple flaw detection in structures. (English) Zbl 1537.74350
On the uniqueness of the stationary probability matrix of transition probability tensors. (English) Zbl 1537.15028
A two-stage Bayesian model updating framework based on an iterative model reduction technique using modal responses. (English) Zbl 1539.65031
Optimal friction matrix for underdamped Langevin sampling. (English) Zbl 1537.60098
Reviewer: Eugen Paltanea (Braşov)
On the accept-reject mechanism for Metropolis-Hastings algorithms. (English) Zbl 1533.65022
Reviewer: Pierre Monmarché (Paris)
Speed up Zig-Zag. (English) Zbl 1530.60063
The split Gibbs sampler revisited: improvements to its algorithmic structure and augmented target distribution. (English) Zbl 1538.62098
Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain. (English) Zbl 1539.62078
Geometric ergodicity for Hamiltonian Monte Carlo on compact manifolds. (English) Zbl 1533.65011
Reviewer: Steven B. Damelin (Ann Arbor)
A Benchmark for the Bayesian inversion of coefficients in partial differential equations. (English) Zbl 1532.65101
Reviewer: Weizhong Dai (Ruston)
A Markov chain approximation of switched Fokker-Planck equations for a model of on-off intermittency in the postural control during quiet standing. (English) Zbl 1529.65086
Reviewer: Bülent Karasözen (Ankara)
A general approach for lookback option pricing under Markov models. (English) Zbl 1531.91277
Reviewer: Vassil Grozdanov (Blagoevgrad)
Markov chain generative adversarial neural networks for solving Bayesian inverse problems in physics applications. (English) Zbl 1538.62097
Nonexpansive Markov operators and random function iterations for stochastic fixed point problems. (English) Zbl 1521.60038
Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments. (English) Zbl 1519.65005
Relaxed fixed point iterations for matrix equations arising in Markov chain modeling. (English) Zbl 1520.65024
Metropolized forest recombination for Monte Carlo sampling of graph partitions. (English) Zbl 1522.65008
Identify the Robin coefficient in an inhomogeneous time-fractional diffusion-wave equation. (English) Zbl 1518.35686
Bayesian non-linear statistical inverse problems. (English) Zbl 1532.62010
Zurich Lectures in Advanced Mathematics. Berlin: European Mathematical Society (EMS) (ISBN 978-3-98547-053-2/pbk; 978-3-98547-553-7/ebook). xi, 158 p. (2023).
Reviewer: Jonas Latz (Manchester)
Multilevel Markov chain Monte Carlo for Bayesian inverse problems for linear elasticity equations in the Hellinger-Reissner mixed and dual mixed forms with Gaussian prior. (English) Zbl 1514.65158
Analysis of a class of multilevel Markov chain Monte Carlo algorithms based on independent Metropolis-Hastings. (English) Zbl 1518.35680
Truncated and sparse power methods with partially updating for large and sparse higher-order PageRank problems. (English) Zbl 1515.65080
Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors. (English) Zbl 1515.65012
Fixed-length interval estimation of population sizes: sequential adaptive Monte Carlo mark-recapture-mark sampling. (English) Zbl 1524.62375
Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction. (English) Zbl 07690210
Mixing time and simulated annealing for the stochastic cellular automata. (English) Zbl 1526.68007
Reviewer: Ctirad Matonoha (Praha)
A micro-macro Markov chain Monte Carlo method for molecular dynamics using reaction coordinate proposals. (English) Zbl 1512.65009
Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation. (English) Zbl 1515.65016
Reviewer: Jaromír Antoch (Praha)
Multiple projection Markov chain Monte Carlo algorithms on submanifolds. (English) Zbl 07673872
MSC:
65-XX
PDMP characterisation of event-chain Monte Carlo algorithms for particle systems. (English) Zbl 1511.60110
The method of forced probabilities: a computation trick for Bayesian model evidence. (English) Zbl 1504.62119
Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1502.62021
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation. (English) Zbl 1541.60060
Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation. (English) Zbl 1498.60286
Exploring Monte Carlo methods. 2nd edition. (English) Zbl 1491.65002
Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-819739-4/pbk; 978-0-12-819745-5/ebook). xxii, 570 p. (2023).
Cutoff phenomenon for cyclic dynamics on hypercube. (English) Zbl 07849095
Reviewer: Alexander I. Zejfman (Vologda)
Geometry in sampling methods: a review on manifold MCMC and particle-based variational inference methods. (English) Zbl 1539.62027
Rao, Arni S. R. Srinivasa (ed.) et al., Advancements in Bayesian methods and implementations. Amsterdam: Elsevier/Academic Press. Handb. Stat. 47, 239-293 (2022).
Properties of the affine-invariant ensemble sampler’s ‘stretch move’ in high dimensions. (English) Zbl 1521.62008
The computational cost of blocking for sampling discretely observed diffusions. (English) Zbl 1524.62124
Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC. (English) Zbl 1505.65014
Is infinity that far? A Bayesian nonparametric perspective of finite mixture models. (English) Zbl 1539.62085
Stochastic normalizing flows for inverse problems: a Markov chains viewpoint. (English) Zbl 1498.62067
Applications of Markov chain approximation methods to optimal control problems in economics. (English) Zbl 1517.91281
Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions. (English) Zbl 1502.65004
A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau. (English) Zbl 1507.65037
Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems. (English) Zbl 07611864
High-dimensional scaling limits of piecewise deterministic sampling algorithms. (English) Zbl 1504.65002
Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection. (English) Zbl 1497.62011
Numerical methods for integral equations of the second kind with nonsmooth solutions of bounded variation. (English) Zbl 1525.65139
Higher-order power methods with momentum for solving the limiting probability distribution vector of higher-order Markov chains. (Chinese. English summary) Zbl 1513.65032
A note on the polynomial ergodicity of the one-dimensional zig-zag process. (English) Zbl 1542.60044
Statistic selection and MCMC for differentially private Bayesian estimation. (English) Zbl 1495.62008
Numerical solutions of stochastic control problems: Markov chain approximation methods. (English) Zbl 1501.60040
Trélat, Emmanuel (ed.) et al., Numerical control. Part A. Amsterdam: Elsevier/North Holland. Handb. Numer. Anal. 23, 233-264 (2022).
Reviewer: Alex V. Kolnogorov (Novgorod)
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