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02/08/2022
Multilevel Delayed Acceptance MCMC
We develop a novel Markov chain Monte Carlo (MCMC) method that exploits ...
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06/01/2021
Solutions of the Multivariate Inverse Frobenius–Perron Problem
We address the inverse Frobenius–Perron problem: given a prescribed targ...
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12/10/2020
Multilevel Delayed Acceptance MCMC with an Adaptive Error Model in PyMC3
Uncertainty Quantification through Markov Chain Monte Carlo (MCMC) can b...
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09/17/2020
Randomized Reduced Forward Models for Efficient Metropolis–Hastings MCMC, with Application to Subsurface Fluid Flow and Capacitance Tomography
Bayesian modelling and computational inference by Markov chain Monte Car...
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09/16/2019
Bayesian inference of species trees using diffusion models
We describe a new and computationally efficient Bayesian methodology for...
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10/02/2018
Approximation and sampling of multivariate probability distributions in the tensor train decomposition
General multivariate distributions are notoriously expensive to sample f...
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09/10/2018