Sebastian J. Vollmer
Sebastian J. Vollmer
University of Warwick/Turing
Verified email at turing.ac.uk - Homepage
TitleCited byYear
Consistency and fluctuations for stochastic gradient Langevin dynamics
YW Teh, AH Thiery, SJ Vollmer
The Journal of Machine Learning Research 17 (1), 193-225, 2016
1202016
Consistency and fluctuations for stochastic gradient Langevin dynamics
YW Teh, AH Thiery, SJ Vollmer
The Journal of Machine Learning Research 17 (1), 193-225, 2016
1202016
The bouncy particle sampler: A nonreversible rejection-free Markov chain Monte Carlo method
A Bouchard-Côté, SJ Vollmer, A Doucet
Journal of the American Statistical Association 113 (522), 855-867, 2018
882018
Spectral gaps for a Metropolis–Hastings algorithm in infinite dimensions
M Hairer, AM Stuart, SJ Vollmer
The Annals of Applied Probability 24 (6), 2455-2490, 2014
862014
Measuring sample quality with kernels
J Gorham, L Mackey
Proceedings of the 34th International Conference on Machine Learning-Volume …, 2017
63*2017
Exploration of the (non-) asymptotic bias and variance of stochastic gradient langevin dynamics
SJ Vollmer, KC Zygalakis, YW Teh
The Journal of Machine Learning Research 17 (1), 5504-5548, 2016
412016
Distributed Bayesian learning with stochastic natural gradient expectation propagation and the posterior server
L Hasenclever, S Webb, T Lienart, S Vollmer, B Lakshminarayanan, ...
The Journal of Machine Learning Research 18 (1), 3744-3780, 2017
35*2017
Posterior consistency for Bayesian inverse problems through stability and regression results
SJ Vollmer
Inverse Problems 29 (12), 125011, 2013
312013
The true cost of stochastic gradient Langevin dynamics
T Nagapetyan, AB Duncan, L Hasenclever, SJ Vollmer, L Szpruch, ...
arXiv preprint arXiv:1706.02692, 2017
232017
An iterative technique for bounding derivatives of solutions of Stein equations
C Döbler, RE Gaunt, SJ Vollmer
Electronic Journal of Probability 22, 2017
232017
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
222018
Dimension-independent MCMC sampling for inverse problems with non-Gaussian priors
SJ Vollmer
SIAM/ASA Journal on Uncertainty Quantification 3 (1), 535-561, 2015
212015
Dimension-independent MCMC sampling for inverse problems with non-Gaussian priors
SJ Vollmer
SIAM/ASA Journal on Uncertainty Quantification 3 (1), 535-561, 2015
212015
(Non-) asymptotic properties of stochastic gradient Langevin dynamics
SJ Vollmer, KC Zygalakis
arXiv preprint arXiv:1501.00438, 2015
212015
Relativistic monte carlo
X Lu, V Perrone, L Hasenclever, YW Teh, SJ Vollmer
arXiv preprint arXiv:1609.04388, 2016
172016
Multilevel Monte Carlo for reliability theory
LJM Aslett, T Nagapetyan, SJ Vollmer
Reliability Engineering & System Safety 165, 188-196, 2017
122017
Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models
S Agapiou, GO Roberts, SJ Vollmer
arXiv preprint arXiv:1411.7713, 2014
10*2014
Multilevel Monte Carlo for scalable Bayesian computations
M Giles, T Nagapetyan, L Szpruch, S Vollmer, K Zygalakis
arXiv preprint arXiv:1609.06144, 2016
92016
Multi Level Monte Carlo methods for a class of ergodic stochastic differential equations
L Szpruch, S Vollmer, K Zygalakis, MB Giles
arXiv preprint arXiv:1605.01384, 2016
62016
Note on A. Barbour’s paper on Stein’s method for diffusion approximations
MJ Kasprzak, AB Duncan, SJ Vollmer
Electronic Communications in Probability 22, 2017
52017
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Articles 1–20