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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
1462016
On the geometry of Stein variational gradient descent
AB Duncan, N Nüsken, L Szpruch
Journal of Machine Learning Research 24, 1-39, 2023
1252023
Measuring sample quality with diffusions
J Gorham, AB Duncan, SJ Vollmer, L Mackey
The Annals of Applied Probability 29 (5), 2884-2928, 2019
1242019
Minimum stein discrepancy estimators
A Barp, FX Briol, A Duncan, M Girolami, L Mackey
Advances in Neural Information Processing Systems 32, 2019
1052019
Statistical inference for generative models with maximum mean discrepancy
FX Briol, A Barp, AB Duncan, M Girolami
arXiv preprint arXiv:1906.05944, 2019
752019
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
742015
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
672018
The true cost of stochastic gradient Langevin dynamics
T Nagapetyan, AB Duncan, L Hasenclever, SJ Vollmer, L Szpruch, ...
arXiv preprint arXiv:1706.02692, 2017
632017
A kernel two-sample test for functional data
G Wynne, AB Duncan
Journal of Machine Learning Research 23 (73), 1-51, 2022
592022
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
542021
Hybrid framework for the simulation of stochastic chemical kinetics
A Duncan, R Erban, K Zygalakis
Journal of Computational Physics 326, 398-419, 2016
542016
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
52*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
482017
Limit theorems for the zig-zag process
J Bierkens, A Duncan
Advances in Applied Probability 49 (3), 791-825, 2017
472017
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
32*2023
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
312022
Nonreversible Langevin samplers: Splitting schemes, analysis and implementation
AB Duncan, GA Pavliotis, KC Zygalakis
arXiv preprint arXiv:1701.04247, 2017
232017
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
212022
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
212020
Grassmann Stein Variational Gradient Descent
X Liu, H Zhu, JF Ton, G Wynne, A Duncan
arxiv arXiv:2202.03297, 2022
162022
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