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11/09/2022
Polarized consensus-based dynamics for optimization and sampling
In this paper we propose polarized consensus-based dynamics in order to ...
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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...
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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...
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05/31/2022
Nested sampling for physical scientists
We review Skilling's nested sampling (NS) algorithm for Bayesian inferen...
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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...
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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...
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05/18/2020
Nested Sampling And Likelihood Plateaus
The main idea of nested sampling is to substitute the high-dimensional l...
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01/13/2019