
Localised Generative Flows
We argue that flowbased density models based on continuous bijections a...
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Controlled Sequential Monte Carlo
Sequential Monte Carlo (SMC) methods are a set of simulationbased techn...
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Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and DimensionFree Convergence Rates
The Bouncy Particle Sampler is a Markov chain Monte Carlo method based o...
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Large Sample Asymptotics of the PseudoMarginal Method
The pseudomarginal algorithm is a variant of the MetropolisHastings al...
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Unbiased Markov chain Monte Carlo for intractable target distributions
Performing numerical integration when the integrand itself cannot be eva...
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Scalable MetropolisHastings for Exact Bayesian Inference with Large Datasets
Bayesian inference via standard Markov Chain Monte Carlo (MCMC) methods ...
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Unbiased Smoothing using Particle Independent MetropolisHastings
We consider the approximation of expectations with respect to the distri...
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Bernoulli Race Particle Filters
When the weights in a particle filter are not available analytically, st...
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NonReversible Parallel Tempering: an Embarassingly Parallel MCMC Scheme
Parallel tempering (PT) methods are a popular class of Markov chain Mont...
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Ensemble Rejection Sampling
We introduce Ensemble Rejection Sampling, a scheme for exact simulation ...
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George Deligiannidis
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