2 code implementations • ICML 2020 • Joris Bierkens, Sebastiano Grazzi, Kengo Kamatani, Gareth Roberts
We demonstrate theoretically and empirically that we can also construct a control-variate subsampling boomerang sampler which is also exact, and which possesses remarkable scaling properties in the large data limit.
3 code implementations • 16 Jan 2020 • Joris Bierkens, Sebastiano Grazzi, Frank van der Meulen, Moritz Schauer
We introduce the use of the Zig-Zag sampler to the problem of sampling conditional diffusion processes (diffusion bridges).
Statistics Theory Probability Methodology Statistics Theory
