Keyword

high-dimensional sampling

Description: Methods for drawing samples from probability distributions or spaces with many dimensions, especially in Monte Carlo computation and Bayesian inference.

Primary topic: Markov Chains and Monte Carlo Methods (71%)

OpenAlex ID: keywords/high-dimensional-sampling

Applied econometric time series

1995 · Enders, Walter 1948- · Journal of Macroeconomics · 4,873

Particle Markov Chain Monte Carlo Methods

2010 · Christophe Andrieu, Arnaud Doucet, et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1,974

Multimodal nested sampling: an efficient and robust alternative to Markov Chain Monte Carlo methods for astronomical data analyses

2008 · F. Feroz, M. P. Hobson · Monthly Notices of the Royal Astronomical Society · 1,664

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Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

2011 · Mark Girolami, Ben Calderhead · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1,477

Annealed importance sampling

2001 · Radford M. Neal · Statistics and Computing · 1,172

Examples of Adaptive MCMC

2009 · Gareth O. Roberts, Jeffrey S. Rosenthal · Journal of Computational and Graphical Statistics · 1,030

Efficient Metropolis Jumping Rules

1996 · A Gelman*, G O Roberts**, et al. · 797

The generalization of Latin hypercube sampling

2015 · Michael D. Shields, Jiaxin Zhang · Reliability Engineering & System Safety · 656

Design of computer experiments: A review

2017 · Sushant S. Garud, Iftekhar A. Karimi, et al. · Computers & Chemical Engineering · 350

Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities

2016 · Arnak S. Dalalyan · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 316

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Optimal tuning of the hybrid Monte Carlo algorithm

2013 · Alexandros Beskos, Natesh Pillai, et al. · Bernoulli · 262

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Efficient Sampling of High-Dimensional Free-Energy Landscapes with Parallel Bias Metadynamics

2015 · Jim Pfaendtner, Massimiliano Bonomi · Journal of Chemical Theory and Computation · 239

Nonasymptotic convergence analysis for the unadjusted Langevin algorithm

2017 · Alain Durmus, Éric Moulines · The Annals of Applied Probability · 226

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Componentwise adaptation for high dimensional MCMC

2005 · Heikki Haario, Eero Saksman, et al. · Computational Statistics · 221

A general purpose sampling algorithm for continuous distributions (the t-walk)

2010 · J. Andrés Christen, Colin Fox · Bayesian Analysis · 174

On the stability of sequential Monte Carlo methods in high dimensions

2014 · Alexandros Beskos, Dan Crisan, et al. · The Annals of Applied Probability · 159

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Proximal Markov chain Monte Carlo algorithms

2015 · Marcelo Pereyra · Statistics and Computing · 156

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Sample Elimination for Generating Poisson Disk Sample Sets

2015 · Cem Yuksel · Computer Graphics Forum · 152

Accelerating MCMC algorithms

2018 · Christian P. Robert, Víctor Elvira, et al. · Wiley Interdisciplinary Reviews Computational Statistics · 149

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Randomize-Then-Optimize: A Method for Sampling from Posterior Distributions in Nonlinear Inverse Problems

2014 · Johnathan M. Bardsley, Antti Solonen, et al. · SIAM Journal on Scientific Computing · 145

Parallel Poisson disk sampling

2008 · Li-Yi Wei · ACM Transactions on Graphics · 140

Path Finding on High-Dimensional Free Energy Landscapes

2012 · Grisell Díaz Leines, Bernd Ensing · Physical Review Letters · 126

Prior information, sampling distributions, and the curse of dimensionality

2001 · Andrew Curtis, Anthony Lomax · Geophysics · 124

Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification

2015 · Michael D. Shields, Kirubel Teferra, et al. · Reliability Engineering & System Safety · 122

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Hybrid Monte Carlo on Hilbert spaces

2011 · A. Beskos, F.J. Pinski, et al. · Stochastic Processes and their Applications · 120

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Works count: 768

Citation count: 23,130