A stabilized Chebyshev Langevin sampler, proximal SK-ROCK, accelerates Bayesian imaging by raising effective sample sizes 20-40x over MYULA at equal gradient cost.
A BDULLE , Explicit stabilized Runge-Kutta methods, Encyclopedia of Applied and Computational Mathemat- ics, (2015), pp
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.CO 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Accelerating proximal Markov chain Monte Carlo by using an explicit stabilised method
A stabilized Chebyshev Langevin sampler, proximal SK-ROCK, accelerates Bayesian imaging by raising effective sample sizes 20-40x over MYULA at equal gradient cost.