Copertina

Properties of the generalized inverse Gaussian with applications to Monte Carlo simulation and distribution function evaluation

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Peña, Victor, Jauch, Michael
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Computation Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Continuous Gaussian mixture solution for linear Bayesian inversion with application to Laplace priors
di: Flock, Rafael, et al.
Pubblicazione: (2024)

Use of Lambert W function in the simulation of Weibull and non-Weibull distributions
di: Patra, Subhashree, et al.
Pubblicazione: (2025)

Efficient variance-based reliability sensitivity analysis for Monte Carlo methods
di: Most, Thomas
Pubblicazione: (2024)

Regime-Switching Langevin Monte Carlo Algorithms
di: Wang, Xiaoyu, et al.
Pubblicazione: (2025)

Generalized Sequential Monte Carlo Sampling for Redistricting Simulation
di: O'Sullivan, Philip, et al.
Pubblicazione: (2026)

Repetition effects in a Sequential Monte Carlo sampler
di: Cannon, Sarah, et al.
Pubblicazione: (2024)

Some aspects of robustness in modern Markov Chain Monte Carlo
di: Power, Sam, et al.
Pubblicazione: (2025)

Multivariate strong invariance principles in Markov chain Monte Carlo
di: Banerjee, Arka, et al.
Pubblicazione: (2022)

On Hamiltonian Monte Carlo for Gaussian Random Variables with Random Hamiltonians
di: Lu, Yingdong, et al.
Pubblicazione: (2026)

Zigzag path connects two Monte Carlo samplers: Hamiltonian counterpart to a piecewise deterministic Markov process
di: Nishimura, Akihiko, et al.
Pubblicazione: (2021)

A calculus for Markov chain Monte Carlo: studying approximations in algorithms
di: Caprio, Rocco, et al.
Pubblicazione: (2023)

Parallelized Midpoint Randomization for Langevin Monte Carlo
di: Yu, Lu, et al.
Pubblicazione: (2024)

Non-asymptotic Analysis of Diffusion Annealed Langevin Monte Carlo for Generative Modelling
di: Cordero-Encinar, Paula, et al.
Pubblicazione: (2025)

The Quantization Monte Carlo method for solving radiative transport equations
di: Laguzet, Laetitia, et al.
Pubblicazione: (2023)

GPU-Accelerated Sequential Monte Carlo for Bayesian Spectral Analysis
di: Nabika, Tomohiro, et al.
Pubblicazione: (2026)

Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo
di: Camrud, Evan, et al.
Pubblicazione: (2023)

A Multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients
di: Nguyen, Hoang-Viet, et al.
Pubblicazione: (2024)

Mad Props: Parallelism in Markov Chain Monte Carlo Through the Lens of the Infinite Proposal Limit
di: Glatt-Holtz, Nathan E., et al.
Pubblicazione: (2026)

Complexity of Markov Chain Monte Carlo for Generalized Linear Models
di: Chak, Martin, et al.
Pubblicazione: (2025)

User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
di: Dalalyan, Arnak S., et al.
Pubblicazione: (2017)

The Wigner distribution of Gaussian tempered generalized stochastic processes
di: Wahlberg, Patrik
Pubblicazione: (2025)

Fractals of Simple Random Walks in Two Dimensions: A Monte Carlo Study
di: Zhou, Jiang, et al.
Pubblicazione: (2026)

A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo
di: Corenflos, Adrien, et al.
Pubblicazione: (2025)

The bilateral generalized inverse Gaussian process with applications to financial modeling
di: Agazzotti, Gaetano, et al.
Pubblicazione: (2024)

Efficient stochastic simulation of piecewise-deterministic Markov processes and its application to the Morris-Lecar model of neural dynamics
di: Pikovsky, Arkady
Pubblicazione: (2025)

Non-asymptotic estimates for accelerated high order Langevin Monte Carlo algorithms
di: Neufeld, Ariel, et al.
Pubblicazione: (2024)

On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers
di: Durmus, Alain, et al.
Pubblicazione: (2023)

Algorithms and Scientific Software for Quasi-Monte Carlo, Fast Gaussian Process Regression, and Scientific Machine Learning
di: Sorokin, Aleksei G.
Pubblicazione: (2025)

Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions
di: Noba, Kei, et al.
Pubblicazione: (2023)

Reverse-BSDE Monte Carlo
di: Batista, Jairon H. N., et al.
Pubblicazione: (2025)

Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
di: Chak, Martin, et al.
Pubblicazione: (2023)

Accelerating Hamiltonian Monte Carlo for Bayesian Inference in Neural Networks and Neural Operators
di: Thiagarajan, Ponkrshnan, et al.
Pubblicazione: (2025)

Analytic and Monte Carlo Approximations to the Distribution of the First Passage Time of the Drifted Diffusion with Stochastic Resetting and Mixed Boundary Conditions
di: Magalang, Juan, et al.
Pubblicazione: (2023)

A general partial Cramér's condition for Edgeworth expansion of a function of sample means with applications
di: Wei, Yashi, et al.
Pubblicazione: (2025)

A graph-space optimal transport FWI approach based on κ-generalized Gaussian distribution
di: da Silva, Sérgio Luiz E. F., et al.
Pubblicazione: (2024)

Tail-Sensitive KL and Rényi Convergence of Unadjusted Hamiltonian Monte Carlo via One-Shot Couplings
di: Bou-Rabee, Nawaf, et al.
Pubblicazione: (2026)

Perturbation Analysis of Markov Chain Monte Carlo for Graphical Models
di: Lin, Na, et al.
Pubblicazione: (2023)

On the Mathematical foundations of Diffusion Monte Carlo
di: Caffarel, Michel, et al.
Pubblicazione: (2024)

Accelerating Look-ahead in Bayesian Optimization: Multilevel Monte Carlo is All you Need
di: Yang, Shangda, et al.
Pubblicazione: (2024)

Construction of Hunt processes by the Lyapunov method and applications to generalized Mehler semigroups
di: Beznea, Lucian, et al.
Pubblicazione: (2024)