Alexandre Bouchard-Côté

STAT 548 (qualifying exam)


I might add a few more later in the semester.
Please come talk to me if you are interested in one of these papers. I will give you a more precise description of what I expect in the report.

Suggested papers


Monte Carlo methods

Manifold lifting: scaling MCMC to the vanishing noise regime
Khai Xiang Au, Matthew M. Graham, Alexandre H. Thiery (2023)
Journal of the Royal Statistical Society Series B: Statistical Methodology
Provable benefits of annealing for estimating normalizing constants: Importance Sampling, Noise-Contrastive Estimation, and beyond
Omar Chehab, Aapo Hyvärinen, Andrej Risteski (2023)
NeurIPS
An Invitation to Sequential Monte Carlo Samplers.
C. Dai, J. Heng, P. Jacob, N. Whiteley (2022)
Journal of the American Statistical Association
Gibbs flow for approximate transport with applications to Bayesian computation
Jeremy Heng, Arnaud Doucet, Yvo Pokern (2021)
JRSSB
Unbiased Markov chain Monte Carlo with couplings
Pierre E. Jacob, John O'Leary, Yves F. Atchadé (2020)
JRSSB
Measuring Sample Quality with Stein’s Method
Jackson Gorham, Lester Mackey (2015)
NeurIPS
Likelihood-free parallel tempering
Meïli Baragatti, Agnès Grimaud, Denys Pommeret (2013)
Stat Comput