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The reproducing Stein kernel approach for post-hoc corrected sampling
Stein importance sampling is a widely applicable technique based on kern...
01/25/2020 ∙ by Liam Hodgkinson, et al. ∙
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Spectral Subsampling MCMC for Stationary Time Series
Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datase...
10/30/2019 ∙ by Robert Salomone, et al. ∙
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Implicit Langevin Algorithms for Sampling From Log-concave Densities
For sampling from a log-concave density, we study implicit integrators r...
03/29/2019 ∙ by Liam Hodgkinson, et al. ∙
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Unbiased and Consistent Nested Sampling via Sequential Monte Carlo
We introduce a new class of sequential Monte Carlo methods called Nested...
05/10/2018 ∙ by Robert Salomone, et al. ∙
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Monte Carlo Estimation of the Density of the Sum of Dependent Random Variables
We introduce a novel unbiased estimator for the density of a sum of rand...
11/30/2017 ∙ by Robert Salomone, et al. ∙
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