Search Results for author: Jesús María Sanz-Serna

Found 2 papers, 2 papers with code

Accelerated Bayesian imaging by relaxed proximal-point Langevin sampling

1 code implementation18 Aug 2023 Teresa Klatzer, Paul Dobson, Yoann Altmann, Marcelo Pereyra, Jesús María Sanz-Serna, Konstantinos C. Zygalakis

This discretisation is asymptotically unbiased for Gaussian targets and shown to converge in an accelerated manner for any target that is $\kappa$-strongly log-concave (i. e., requiring in the order of $\sqrt{\kappa}$ iterations to converge, similarly to accelerated optimisation schemes), comparing favorably to [M. Pereyra, L. Vargas Mieles, K. C.

Bayesian Inference Image Deconvolution

Geometric integrators and the Hamiltonian Monte Carlo method

1 code implementation14 Nov 2017 Nawaf Bou-Rabee, Jesús María Sanz-Serna

This paper surveys in detail the relations between numerical integration and the Hamiltonian (or hybrid) Monte Carlo method (HMC).

Probability Numerical Analysis Computation Methodology

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