Andrew B. Duncan
Andrew B. Duncan
Imperial College London and Alan Turing Institute
Verified email at
Cited by
Cited by
Variance reduction using nonreversible Langevin samplers
AB Duncan, T Lelievre, GA Pavliotis
Journal of statistical physics 163, 457-491, 2016
Measuring sample quality with diffusions
J Gorham, AB Duncan, SJ Vollmer, L Mackey
The Annals of Applied Probability 29 (5), 2884-2928, 2019
On the geometry of Stein variational gradient descent
AB Duncan, N Nüsken, L Szpruch
Journal of Machine Learning Research 24, 1-39, 2023
Minimum stein discrepancy estimators
A Barp, FX Briol, A Duncan, M Girolami, L Mackey
Advances in Neural Information Processing Systems 32, 2019
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
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
The true cost of stochastic gradient Langevin dynamics
T Nagapetyan, AB Duncan, L Hasenclever, SJ Vollmer, L Szpruch, ...
arXiv preprint arXiv:1706.02692, 2017
Statistical inference for generative models with maximum mean discrepancy
FX Briol, A Barp, AB Duncan, M Girolami
arXiv preprint arXiv:1906.05944, 2019
Hybrid framework for the simulation of stochastic chemical kinetics
A Duncan, R Erban, K Zygalakis
Journal of Computational Physics 326, 398-419, 2016
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
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
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
Limit theorems for the zig-zag process
J Bierkens, A Duncan
Advances in Applied Probability 49 (3), 791-825, 2017
A kernel two-sample test for functional data
G Wynne, AB Duncan
Journal of Machine Learning Research 23 (73), 1-51, 2022
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
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
Nonreversible Langevin samplers: Splitting schemes, analysis and implementation
AB Duncan, GA Pavliotis, KC Zygalakis
arXiv preprint arXiv:1701.04247, 2017
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
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
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
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