Andrew B. Duncan
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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
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
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
Limit theorems for the Zig-Zag process
J Bierkens, A Duncan
arXiv Preprint arXiv:1607.08845, 2016
Minimum stein discrepancy estimators
A Barp, FX Briol, AB Duncan, M Girolami, L Mackey
arXiv preprint arXiv:1906.08283, 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
Nonreversible Langevin samplers: Splitting schemes, analysis and implementation
AB Duncan, GA Pavliotis, KC Zygalakis
arXiv preprint arXiv:1701.04247, 2017
On the geometry of Stein variational gradient descent
A Duncan, N Nüsken, L Szpruch
arXiv preprint arXiv:1912.00894, 2019
Statistical inference for generative models with maximum mean discrepancy
FX Briol, A Barp, AB Duncan, M Girolami
arXiv preprint arXiv:1906.05944, 2019
Noise-induced transitions in rugged energy landscapes
AB Duncan, S Kalliadasis, GA Pavliotis, M Pradas
Physical Review E 94 (3), 032107, 2016
Note on A. Barbour's paper on Stein's method for diffusion approximations
MJ Kasprzak, AB Duncan, SJ Vollmer
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
AB Duncan, GA Pavliotis, KC Zygalakis
Analysis and Implementation, 0
A Kernel Two-Sample Test for Functional Data
G Wynne, AB Duncan
arXiv preprint arXiv:2008.11095, 2020
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), 2020
Brownian motion in an N-scale periodic potential
AB Duncan, GA Pavliotis
arXiv preprint arXiv:1605.05854, 2016
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
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