HAMILTONIAN MONTE CARLO IN INVERSE PROBLEMS. ILL-CONDITIONING AND MULTIMODALITY

Multi-instrument Bayesian reconstruction of plasma shape evolution in the C-2W experiment

(2021) M. Dikovsky et al.   PHYSICS OF PLASMAS

Non‐reversible parallel tempering: A scalable highly parallel MCMC scheme

(2021) Saifuddin Syed et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Hamiltonian Monte Carlo solution of tomographic inverse problems

(2018) Andreas Fichtner et al.   GEOPHYSICAL JOURNAL INTERNATIONAL

Stan: A Probabilistic Programming Language

(2017) Bob Carpenter et al.   Journal of Statistical Software

Solving large-scale PDE-constrained Bayesian inverse problems with Riemann manifold Hamiltonian Monte Carlo

(2014) T Bui-Thanh et al.   INVERSE PROBLEMS

Optimal tuning of the hybrid Monte Carlo algorithm

(2013) Alexandros Beskos et al.   BERNOULLI

Concentration of the information in data with log-concave distributions

(2011) Sergey Bobkov et al.   ANNALS OF PROBABILITY

Riemann manifold Langevin and Hamiltonian Monte Carlo methods

(2011) Mark Girolami et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

A Short History of Markov Chain Monte Carlo: Subjective Recollections from Incomplete Data

(2011) Christian Robert et al.   STATISTICAL SCIENCE

Hybrid Monte Carlo on Hilbert spaces

(2011) A. Beskos et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Limiting spectral distribution of XX' matrices

(2010) Arup Bose et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

A tutorial on adaptive MCMC

(2008) Christophe Andrieu et al.   STATISTICS AND COMPUTING