Markovian Flow Matching: Accelerating MCMC with Continuous Normalizing Flows
NeurIPS 2024 (to appear)
Markov Chain Monte Carlo
Control Variate-based Stochastic Sampling from the Probability Simplex
arXiv preprint
Probabilistic Inversion Modeling of Gas Emissions: A Gradient-Based MCMC Estimation of Gaussian Plume Parameters
arXiv preprint
Metropolis-Hastings with Scalable Subsampling
arXiv preprint
Diffusion Generative Modelling for Divide-and-Conquer MCMC
arXiv preprint
Robust Bayesian Nonparametric Variable Selection for Linear Regression
Stat
Spatial Latent Gaussian Modelling with Change of Support
arXiv preprint
Latent space modelling of hypergraph data
Journal of the American Statistical Association
SwISS: A scalable Markov chain Monte Carlo divide-and-conquer strategy
Stat
Stochastic Gradient MCMC for Nonlinear State Space Models
Bayesian Analysis
Modelling Populations of Interaction Networks via Distance Metrics
arXiv preprint
SGMCMCJax: a lightweight JAX library for stochastic gradient Markov chain Monte Carlo algorithms
Journal of Open Source Software
Stochastic Gradient Markov Chain Monte Carlo
Journal of the American Statistical Association
Pseudo-extended Markov chain Monte Carlo
Neural Information Processing Systems (NeurIPS)
sgmcmc: An R package for stochastic gradient Markov chain Monte Carlo
Journal of Statistical Software
Control variates for stochastic gradient MCMC
Statistics and Computing
Merging MCMC Subposteriors through Gaussian-Process Approximations
Bayesian Analysis