Blar i Department of Mathematics and Physics (TN-IMF) på tidsskrift "Journal of Computational And Graphical Statistics (JCGS)"
Viser treff 1-2 av 2
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Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates
(Peer reviewed; Journal article, 2022)Numerical generalized randomized Hamiltonian Monte Carlo is introduced, as a robust, easy to use and computationally fast alternative to conventional Markov chain Monte Carlo methods for continuous target distributions. A ... -
Importance Sampling-based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models
(Peer reviewed; Journal article, 2021-06)We propose an importance sampling (IS)-based transport map Hamiltonian Monte Carlo procedure for performing a Bayesian analysis in nonlinear high-dimensional hierarchical models. Using IS techniques to construct a transport ...