AdamMCMC: Combining Metropolis Adjusted Langevin with Momentum-based Optimization

no code implementations • 21 Dec 2023 • Sebastian Bieringer, Gregor Kasieczka, Maximilian F. Steffen, Mathias Trabs

Uncertainty estimation is a key issue when considering the application of deep neural network methods in science and engineering.

Statistical guarantees for stochastic Metropolis-Hastings

1 code implementation • 13 Oct 2023 • Sebastian Bieringer, Gregor Kasieczka, Maximilian F. Steffen, Mathias Trabs

A Metropolis-Hastings step is widely used for gradient-based Markov chain Monte Carlo methods in uncertainty quantification.

regression Uncertainty Quantification