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Andrew B. Duncan
Andrew B. Duncan
Imperial College London and Alan Turing Institute
Verified email at imperial.ac.uk
Title
Cited by
Cited by
Year
Variance reduction using nonreversible Langevin samplers
AB Duncan, T Lelievre, GA Pavliotis
Journal of statistical physics 163, 457-491, 2016
1372016
Measuring sample quality with diffusions
J Gorham, AB Duncan, SJ Vollmer, L Mackey
The Annals of Applied Probability 29 (5), 2884-2928, 2019
1182019
On the geometry of Stein variational gradient descent
AB Duncan, N Nüsken, L Szpruch
Journal of Machine Learning Research 24, 1-39, 2023
107*2023
Minimum stein discrepancy estimators
A Barp, FX Briol, A Duncan, M Girolami, L Mackey
Advances in Neural Information Processing Systems 32, 2019
902019
Noise-induced multistability in chemical systems: Discrete versus continuum modeling
A Duncan, S Liao, T Vejchodský, R Erban, R Grima
Physical Review E 91 (4), 042111, 2015
702015
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
J Bierkens, A Bouchard-Côté, A Doucet, AB Duncan, P Fearnhead, ...
Statistics & Probability Letters 136, 148-154, 2018
612018
The true cost of stochastic gradient Langevin dynamics
T Nagapetyan, AB Duncan, L Hasenclever, SJ Vollmer, L Szpruch, ...
arXiv preprint arXiv:1706.02692, 2017
602017
Statistical inference for generative models with maximum mean discrepancy
FX Briol, A Barp, AB Duncan, M Girolami
arXiv preprint arXiv:1906.05944, 2019
592019
Hybrid framework for the simulation of stochastic chemical kinetics
A Duncan, R Erban, K Zygalakis
Journal of Computational Physics 326, 398-419, 2016
502016
Hospital bed capacity and usage across secondary healthcare providers in England during the first wave of the COVID-19 pandemic: a descriptive analysis
BA Mateen, H Wilde, JM Dennis, A Duncan, N Thomas, A McGovern, ...
BMJ open 11 (1), e042945, 2021
49*2021
The association between mechanical ventilator compatible bed occupancy and mortality risk in intensive care patients with COVID-19: a national retrospective cohort study
H Wilde, T Mellan, I Hawryluk, JM Dennis, S Denaxas, C Pagel, A Duncan, ...
BMC medicine 19, 1-12, 2021
452021
Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
AB Duncan, N Nüsken, GA Pavliotis
Journal of Statistical Physics 169, 1098-1131, 2017
452017
Limit theorems for the zig-zag process
J Bierkens, A Duncan
Advances in Applied Probability 49 (3), 791-825, 2017
422017
A kernel two-sample test for functional data
G Wynne, AB Duncan
Journal of Machine Learning Research 23 (73), 1-51, 2022
412022
Ensemble inference methods for models with noisy and expensive likelihoods
ORA Dunbar, AB Duncan, AM Stuart, MT Wolfram
SIAM Journal on Applied Dynamical Systems 21 (2), 1539-1572, 2022
252022
Hierarchical Bayesian modeling for knowledge transfer across engineering fleets via multitask learning
LA Bull, D Di Francesco, M Dhada, O Steinert, T Lindgren, AK Parlikad, ...
Computer‐Aided Civil and Infrastructure Engineering 38 (7), 821-848, 2023
24*2023
Nonreversible Langevin samplers: Splitting schemes, analysis and implementation
AB Duncan, GA Pavliotis, KC Zygalakis
arXiv preprint arXiv:1701.04247, 2017
232017
Scalable Control Variates for Monte Carlo Methods via Stochastic Optimization
S Si, C Oates, AB Duncan, L Carin, FX Briol
arXiv preprint arXiv:2006.07487, 2020
172020
Physics-constrained Bayesian inference of state functions in classical density-functional theory
P Yatsyshin, S Kalliadasis, AB Duncan
The Journal of Chemical Physics 156 (7), 2022
152022
Bayesian assessments of aeroengine performance with transfer learning
P Seshadri, AB Duncan, G Thorne, G Parks, RV Diaz, M Girolami
Data-Centric Engineering 3, e29, 2022
132022
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