Roy, Vivekananda; Zhang, Lijin Convergence of position-dependent MALA with application to conditional simulation in GLMMs. (English) Zbl 07747453 J. Comput. Graph. Stat. 32, No. 2, 501-512 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{V. Roy} and \textit{L. Zhang}, J. Comput. Graph. Stat. 32, No. 2, 501--512 (2023; Zbl 07747453) Full Text: DOI arXiv
Hird, Max; Livingstone, Samuel; Zanella, Giacomo A fresh take on ‘Barker dynamics’ for MCMC. (English) Zbl 07805185 Keller, Alexander (ed.), Monte Carlo and quasi-Monte Carlo methods. Revised papers of the 14th international conference in Monte Carlo and quasi-Monte Carlo methods in scientific computing, MCQMC 2020, Oxford, United Kingdom, August 10–14, 2020. Cham: Springer. Springer Proc. Math. Stat. 387, 169-184 (2022). MSC: 65C05 60J22 PDFBibTeX XMLCite \textit{M. Hird} et al., Springer Proc. Math. Stat. 387, 169--184 (2022; Zbl 07805185) Full Text: DOI arXiv
Maire, Florian; Vandekerkhove, Pierre Markov kernels local aggregation for noise vanishing distribution sampling. (English) Zbl 1511.65009 SIAM J. Math. Data Sci. 4, No. 4, 1293-1319 (2022). MSC: 65C05 60J10 60J22 PDFBibTeX XMLCite \textit{F. Maire} and \textit{P. Vandekerkhove}, SIAM J. Math. Data Sci. 4, No. 4, 1293--1319 (2022; Zbl 1511.65009) Full Text: DOI arXiv
Zhang, Benjamin J.; Marzouk, Youssef M.; Spiliopoulos, Konstantinos Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics. (English) Zbl 1496.62025 Stat. Comput. 32, No. 5, Paper No. 78, 22 p. (2022). MSC: 62-08 60J60 65C05 PDFBibTeX XMLCite \textit{B. J. Zhang} et al., Stat. Comput. 32, No. 5, Paper No. 78, 22 p. (2022; Zbl 1496.62025) Full Text: DOI arXiv
Papamarkou, Theodore; Lindo, Alexey; Ford, Eric B. Geometric adaptive Monte Carlo in random environment. (English) Zbl 1490.65003 Found. Data Sci. 3, No. 2, 201-224 (2021). MSC: 65C05 65C40 65F99 62F15 60J22 60K37 62-08 PDFBibTeX XMLCite \textit{T. Papamarkou} et al., Found. Data Sci. 3, No. 2, 201--224 (2021; Zbl 1490.65003) Full Text: DOI arXiv
Barp, Alessandro Geometric integration of measure-preserving flows for sampling. (English) Zbl 07457738 Barbaresco, Frédéric (ed.) et al., Geometric structures of statistical physics, information geometry, and learning. Proceedings of the workshop on joint structures and common foundation of statistical physics, information geometry and inference for learning, SPIGL’20, Les Houches, France, July 27–31, 2020. Cham: Springer. Springer Proc. Math. Stat. 361, 345-355 (2021). MSC: 65C30 60J60 70H05 PDFBibTeX XMLCite \textit{A. Barp}, Springer Proc. Math. Stat. 361, 345--355 (2021; Zbl 07457738) Full Text: DOI
Garbuno-Inigo, Alfredo; Nüsken, Nikolas; Reich, Sebastian Affine invariant interacting Langevin dynamics for Bayesian inference. (English) Zbl 1472.65118 SIAM J. Appl. Dyn. Syst. 19, No. 3, 1633-1658 (2020). Reviewer: Christian Clason (Graz) MSC: 65M32 62F15 65M75 65C30 90C56 37B35 82C31 76S05 PDFBibTeX XMLCite \textit{A. Garbuno-Inigo} et al., SIAM J. Appl. Dyn. Syst. 19, No. 3, 1633--1658 (2020; Zbl 1472.65118) Full Text: DOI arXiv
Livingstone, Samuel; Betancourt, Michael; Byrne, Simon; Girolami, Mark On the geometric ergodicity of Hamiltonian Monte Carlo. (English) Zbl 1428.62375 Bernoulli 25, No. 4A, 3109-3138 (2019). MSC: 60J22 65C05 PDFBibTeX XMLCite \textit{S. Livingstone} et al., Bernoulli 25, No. 4A, 3109--3138 (2019; Zbl 1428.62375) Full Text: DOI arXiv Euclid
Beskos, Alexandros; Roberts, Gareth; Thiery, Alexandre; Pillai, Natesh Asymptotic analysis of the random walk metropolis algorithm on ridged densities. (English) Zbl 06974770 Ann. Appl. Probab. 28, No. 5, 2966-3001 (2018). MSC: 65C05 65C40 65C30 PDFBibTeX XMLCite \textit{A. Beskos} et al., Ann. Appl. Probab. 28, No. 5, 2966--3001 (2018; Zbl 06974770) Full Text: DOI arXiv Euclid
Kleppe, Tore Selland Adaptive step size selection for Hessian-based manifold Langevin samplers. (English) Zbl 1468.62435 Scand. J. Stat. 43, No. 3, 788-805 (2016). MSC: 62R30 62F07 65C05 PDFBibTeX XMLCite \textit{T. S. Kleppe}, Scand. J. Stat. 43, No. 3, 788--805 (2016; Zbl 1468.62435) Full Text: DOI arXiv
Critchley, F.; Marriott, P. Computing with Fisher geodesics and extended exponential families. (English) Zbl 1342.62030 Stat. Comput. 26, No. 1-2, 325-332 (2016). MSC: 62F15 53C15 65C60 PDFBibTeX XMLCite \textit{F. Critchley} and \textit{P. Marriott}, Stat. Comput. 26, No. 1--2, 325--332 (2016; Zbl 1342.62030) Full Text: DOI