research
∙
11/09/2022
Polarized consensus-based dynamics for optimization and sampling
In this paper we propose polarized consensus-based dynamics in order to ...
share
research
∙
09/23/2022
Ensemble-based gradient inference for particle methods in optimization and sampling
We propose an approach based on function evaluations and Bayesian infere...
research
∙
07/01/2022
Maximum a posteriori estimators in ℓ^p are well-defined for diagonal Gaussian priors
We prove that maximum a posteriori estimators are well-defined for diago...
research
∙
05/31/2022
Nested sampling for physical scientists
We review Skilling's nested sampling (NS) algorithm for Bayesian inferen...
research
∙
07/30/2021
Continuous time limit of the stochastic ensemble Kalman inversion: Strong convergence analysis
The Ensemble Kalman inversion (EKI) method is a method for the estimatio...
research
∙
04/27/2021
Complete Deterministic Dynamics and Spectral Decomposition of the Ensemble Kalman Inversion
The Ensemble Kalman inversion (EKI), proposed by Iglesias et al. for the...
research
∙
05/18/2020
Nested Sampling And Likelihood Plateaus
The main idea of nested sampling is to substitute the high-dimensional l...
research
∙
01/13/2019
