Andrew B. Duncan
Andrew B. Duncan
Imperial College London and Improbable
Potvrđena adresa e-pošte na
Variance reduction using nonreversible Langevin samplers
AB Duncan, T Lelievre, GA Pavliotis
Journal of statistical physics 163 (3), 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
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
Minimum stein discrepancy estimators
A Barp, FX Briol, A Duncan, M Girolami, L Mackey
Advances in Neural Information Processing Systems 32, 2019
On the geometry of Stein variational gradient descent
A Duncan, N Nüsken, L Szpruch
arXiv preprint arXiv:1912.00894, 2019
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
Hybrid framework for the simulation of stochastic chemical kinetics
A Duncan, R Erban, K Zygalakis
Journal of Computational Physics 326, 398-419, 2016
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), 1-12, 2021
Limit theorems for the Zig-Zag process
J Bierkens, A Duncan
arXiv Preprint arXiv:1607.08845, 2016
Statistical inference for generative models with maximum mean discrepancy
FX Briol, A Barp, AB Duncan, M Girolami
arXiv preprint arXiv:1906.05944, 2019
Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
AB Duncan, N Nüsken, GA Pavliotis
Journal of Statistical Physics 169 (6), 1098-1131, 2017
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
Nonreversible Langevin samplers: Splitting schemes, analysis and implementation
AB Duncan, GA Pavliotis, KC Zygalakis
arXiv preprint arXiv:1701.04247, 2017
A Kernel Two-Sample Test for Functional Data
G Wynne, AB Duncan
arXiv preprint arXiv:2008.11095, 2020
Ensemble Inference Methods for Models With Noisy and Expensive Likelihoods
AB Duncan, AM Stuart, MT Wolfram
arXiv preprint arXiv:2104.03384, 2021
Spatial flow-field approximation using few thermodynamic measurements—part ii: Uncertainty assessments
P Seshadri, A Duncan, D Simpson, G Thorne, G Parks
Journal of Turbomachinery 142 (2), 021007, 2020
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
Note on A. Barbour's paper on Stein's method for diffusion approximations
MJ Kasprzak, AB Duncan, SJ Vollmer
Noise-induced transitions in rugged energy landscapes
AB Duncan, S Kalliadasis, GA Pavliotis, M Pradas
Physical Review E 94 (3), 032107, 2016
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