Publications (41)
Probabilistic Models for Integration Error in the Assessment of Functional Cardiac Models
Chris. J. Oates, Steven Niederer, Angela Lee +2
Unbiased local solutions of partial differential equations via the Feynman-Kac Identities
Jake Carson, Murray Pollock, Mark Girolami
Control Functionals for Quasi-Monte Carlo Integration
Chris. J. Oates, Mark Girolami
Lagrangian Dynamical Monte Carlo
Shiwei Lan, Vassilios Stathopoulos, Babak Shahbaba +1
Discussion of "Geodesic Monte Carlo on Embedded Manifolds"
Simon Byrne, Mark Girolami, Persi Diaconis +9
Geodesic Monte Carlo on Embedded Manifolds
Simon Byrne, Mark Girolami
Posterior Integration on a Riemannian Manifold
Chris. J. Oates, Alessandro Barp, Mark Girolami
Bayesian Quadrature for Multiple Related Integrals
Xiaoyue Xi, François-Xavier Briol, Mark Girolami
Geometric MCMC for Infinite-Dimensional Inverse Problems
Alexandros Beskos, Mark Girolami, Shiwei Lan +2
Discussion of "Sequential Quasi-Monte Carlo" by Mathieu Gerber and Nicolas Chopin
Chris. J. Oates, Daniel Simpson, Mark Girolami
Efficiency and robustness in Monte Carlo sampling of 3-D geophysical inversions with Obsidian v0.1.2: Setting up for success
Richard Scalzo, David Kohn, Hugo Olierook +4
Probabilistic Numerical Methods for PDE-constrained Bayesian Inverse Problems
Jon Cockayne, Chris Oates, Tim Sullivan +1
Probabilistic Numerical Methods for Partial Differential Equations and Bayesian Inverse Problems
Jon Cockayne, Chris Oates, Tim Sullivan +1
Solving Large-Scale PDE-constrained Bayesian Inverse Problems with Riemann Manifold Hamiltonian Monte Carlo
Tan Bui-Thanh, Mark Girolami
On the Geometric Ergodicity of Hamiltonian Monte Carlo
Samuel Livingstone, Michael Betancourt, Simon Byrne +1
Hyperpriors for Matérn fields with applications in Bayesian inversion
Lassi Roininen, Mark Girolami, Sari Lasanen +1
The Geometric Foundations of Hamiltonian Monte Carlo
M. J. Betancourt, Simon Byrne, Samuel Livingstone +1
Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"
Christophe Andrieu, Simon Barthelme, Nicolas Chopin +11
Probabilistic Model Checking of DTMC Models of User Activity Patterns
Oana Andrei, Muffy Calder, Matthew Higgs +1
Information-geometric Markov Chain Monte Carlo methods using Diffusions
Samuel Livingstone, Mark Girolami
Pseudo-Marginal Bayesian Inference for Gaussian Processes
Maurizio Filippone, Mark Girolami
Posterior Inference for Sparse Hierarchical Non-stationary Models
Karla Monterrubio-Gómez, Lassi Roininen, Sara Wade +2
The synthesis of data from instrumented structures and physics-based models via Gaussian processes
Alastair Gregory, Din-Houn Lau, Mark Girolami +2
Control functionals for Monte Carlo integration
Chris J. Oates, Mark Girolami, Nicolas Chopin
On Russian Roulette Estimates for Bayesian Inference with Doubly-Intractable Likelihoods
Anne-Marie Lyne, Mark Girolami, Yves Atchadé +2
A Bayesian Conjugate Gradient Method
Jon Cockayne, Chris Oates, Ilse Ipsen +1
Langevin diffusions and the Metropolis-adjusted Langevin algorithm
Tatiana Xifara, Chris Sherlock, Samuel Livingstone +2
Bayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone Equipment
Chris. J. Oates, Jon Cockayne, Robert G. Aykroyd +1
Probabilistic Integration: A Role in Statistical Computation?
François-Xavier Briol, Chris. J. Oates, Mark Girolami +2
Statistical Inference for Generative Models with Maximum Mean Discrepancy
Francois-Xavier Briol, Alessandro Barp, Andrew B. Duncan +1
A determinant-free method to simulate the parameters of large Gaussian fields
Louis Ellam, Heiko Strathmann, Mark Girolami +1
Convergence Rates for a Class of Estimators Based on Stein's Method
Chris J. Oates, Jon Cockayne, François-Xavier Briol +1
Emulation of Higher-Order Tensors in Manifold Monte Carlo Methods for Bayesian Inverse Problems
Shiwei Lan, Tan Bui-Thanh, Mike Christie +1
Probability Measures for Numerical Solutions of Differential Equations
Patrick R. Conrad, Mark Girolami, Simo Särkkä +2
Hamiltonian Monte Carlo on Symmetric and Homogeneous Spaces via Symplectic Reduction
Alessandro Barp, Anthony Kennedy, Mark Girolami
Optimizing The Integrator Step Size for Hamiltonian Monte Carlo
M. J. Betancourt, Simon Byrne, Mark Girolami
Frank-Wolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guarantees
François-Xavier Briol, Chris J. Oates, Mark Girolami +1
A Bayesian Approach to Approximate Joint Diagonalization of Square Matrices
Mingjun Zhong, Mark Girolami
The Controlled Thermodynamic Integral for Bayesian Model Comparison
Chris J. Oates, Theodore Papamarkou, Mark Girolami
Unbiased Bayes for Big Data: Paths of Partial Posteriors
Heiko Strathmann, Dino Sejdinovic, Mark Girolami
Hamiltonian Monte Carlo for Hierarchical Models
M. J. Betancourt, Mark Girolami