Edit Profile (opens in new tab) Girolami, Mark A. Co-Author Distance Author ID: girolami.mark-a Published as: Girolami, Mark; Girolami, M.; Girolami, Mark A.; Girolami, M. A. more...less Documents Indexed: 89 Publications since 2000, including 2 Books and 16 Additional arXiv Preprints 5 Contributions as Editor · 3 Further Contributions Co-Authors: 125 Co-Authors with 91 Joint Publications 2,412 Co-Co-Authors all top 5 Co-Authors 6 single-authored 16 Oates, Chris J. 9 Briol, François-Xavier 9 Cockayne, Jon 6 Byrne, Simon P. J. 6 Cirak, Fehmi 6 Sullivan, Tim 5 Barp, Alessandro 5 Calderhead, Ben 5 Chopin, Nicolas 5 Filippone, Maurizio 4 Akyildiz, Ömer Deniz 4 Doucet, Arnaud 4 Kazlauskaite, Ieva 4 Mira, Antonietta 4 Pavliotis, Grigorios A. 4 Robert, Christian P. 4 Rogers, Simon A. 4 Stuart, Andrew M. 3 Beskos, Alexandros 3 Betancourt, Michael 3 Campbell, David A. 3 Cornebise, Julien 3 Damoulas, Theodoros 3 Draper, David 3 Duffin, Connor 3 Fearnhead, Paul 3 Febrianto, Eky 3 Jasra, Ajay 3 Johansen, Adam M. 3 Karvonen, Toni 3 Lan, Shiwei 3 Lee, Anthony J. T. 3 Osborne, Michael A. 3 Porcu, Emilio 3 Roberts, Gareth O. 3 Simpson, Daniel Peter 3 Singh, Sumeetpal Sidhu 3 Stathopoulos, Vassilios 2 Andrieu, Christophe 2 Barthelmé, Simon 2 Bhadra, Anindya 2 Bornn, Luke 2 Bui-Thanh, Tan 2 Butler, Liam J. 2 Chin, Siu A. 2 Chkrebtii, Oksana A. 2 Christie, Mike 2 Cripps, Edward 2 Critchley, Frank 2 Ellam, Louis 2 Everitt, Richard Geoffrey 2 Gaskin, Thomas 2 Gelman, Andrew 2 Golightly, Andrew 2 Hennig, Philipp 2 Holmes, Christopher C. 2 Ipsen, Ilse C. F. 2 Jacob, Pierre E. 2 Jordan, Michael Irwin 2 Kabán, Ata 2 Kypraios, Theodore 2 Latuszynski, Krzysztof 2 Lau, F. Din-Houn 2 Lawrence, Neil D. 2 Livingstone, Samuel 2 Marin, Jean-Michel 2 Mateu, Jorge 2 Owen, Art B. 2 Papandreou, Yanni 2 Papaspiliopoulos, Omiros 2 Peters, Gareth William 2 Pettitt, Anthony N. 2 Pitt, Michael K. 2 Prangle, Dennis 2 Roininen, Lassi 2 Rosipal, Roman 2 Rue, Håvard 2 Sabanis, Sotirios 2 Sejdinovic, Dino 2 Seshadri, Pranay 2 Thiéry, Alexandre H. 2 Tong, Howell 2 Vadeboncoeur, Arnaud 2 Zabaras, Nicholas J. 1 Adams, Niall M. 1 Adams, Ryan Prescott 1 Anaya-Izquierdo, Karim Alejandro 1 Arafat, Ahmed 1 Arbel, Julyan 1 Archambeau, Cédric 1 Arnaudon, Alexis 1 Aston, John A. D. 1 Aykroyd, Robert G. 1 Balding, David Joseph 1 Bao, Le 1 Barnes, Chris P. 1 Beaumont, Mark A. 1 Beex, Lars A. A. 1 Beffy, Magali 1 Bell, Anthony J. ...and 201 more Co-Authors all top 5 Serials 7 Journal of Computational Physics 5 Neural Computation 5 Journal of the Royal Statistical Society. Series B. Statistical Methodology 5 Bayesian Analysis 4 Computer Methods in Applied Mechanics and Engineering 4 Statistical Science 4 Bernoulli 3 Scandinavian Journal of Statistics 3 Statistics and Computing 2 Statistics & Probability Letters 2 Machine Learning 2 Computational Statistics and Data Analysis 2 Journal of Machine Learning Research (JMLR) 2 SIAM/ASA Journal on Uncertainty Quantification 2 Chapman & Hall/CRC Machine Learning & Pattern Recognition Series 1 Computers & Mathematics with Applications 1 Inverse Problems 1 Mathematics of Computation 1 Biometrika 1 International Journal for Numerical Methods in Engineering 1 Journal of the American Statistical Association 1 Theoretical Computer Science 1 Pattern Recognition 1 Proceedings of the National Academy of Sciences of the United States of America 1 SIAM Review 1 Neurocomputing 1 Neural Processing Letters 1 Neural Computing and Applications 1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Entropy 1 Statistical Methods and Applications 1 Lecture Notes in Computer Science 1 Inverse Problems and Imaging 1 The Annals of Applied Statistics 1 Proceedings A. Royal Society of London 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences all top 5 Fields 58 Statistics (62-XX) 41 Numerical analysis (65-XX) 25 Computer science (68-XX) 22 Probability theory and stochastic processes (60-XX) 9 Partial differential equations (35-XX) 5 Biology and other natural sciences (92-XX) 3 General and overarching topics; collections (00-XX) 3 Ordinary differential equations (34-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Differential geometry (53-XX) 2 Mechanics of deformable solids (74-XX) 2 Fluid mechanics (76-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 68 Publications have been cited 1,118 times in 764 Documents Cited by ▼ Year ▼ Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071 Girolami, Mark; Calderhead, Ben 248 2011 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 245 2010 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. Zbl 1411.62057 Fearnhead, Paul; Prangle, Dennis 79 2012 Probabilistic numerics and uncertainty in computations. Zbl 1372.65010 Hennig, Philipp; Osborne, Michael A.; Girolami, Mark 71 2015 Geometric MCMC for infinite-dimensional inverse problems. Zbl 1375.35627 Beskos, Alexandros; Girolami, Mark; Lan, Shiwei; Farrell, Patrick E.; Stuart, Andrew M. 51 2017 Bayesian probabilistic numerical methods. Zbl 1451.65179 Cockayne, Jon; Oates, Chris J.; Sullivan, T. J.; Girolami, Mark 51 2019 Bayesian solution uncertainty quantification for differential equations. Zbl 1357.62108 Chkrebtii, Oksana A.; Campbell, David A.; Calderhead, Ben; Girolami, Mark A. 46 2016 On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods. Zbl 1426.62092 Lyne, Anne-Marie; Girolami, Mark; Atchadé, Yves; Strathmann, Heiko; Simpson, Daniel 44 2015 Probabilistic integration: a role in statistical computation? Zbl 1420.62135 Briol, François-Xavier; Oates, Chris J.; Girolami, Mark; Osborne, Michael A.; Sejdinovic, Dino 40 2019 Geodesic Monte Carlo on embedded manifolds. Zbl 1349.62186 Byrne, Simon; Girolami, Mark 36 2013 Control functionals for Monte Carlo integration. Zbl 1411.62088 Oates, Chris J.; Girolami, Mark; Chopin, Nicolas 33 2017 Estimating Bayes factors via thermodynamic integration and population MCMC. Zbl 1453.62055 Calderhead, Ben; Girolami, Mark 32 2009 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 32 2015 Solving large-scale PDE-constrained Bayesian inverse problems with Riemann manifold Hamiltonian Monte Carlo. Zbl 1306.65269 Bui-Thanh, T.; Girolami, M. 31 2014 Statistical analysis of differential equations: introducing probability measures on numerical solutions. Zbl 1384.62082 Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos 29 2017 Langevin diffusions and the Metropolis-adjusted Langevin algorithm. Zbl 1298.60081 Xifara, T.; Sherlock, C.; Livingstone, S.; Byrne, S.; Girolami, M. 28 2014 The geometric foundations of Hamiltonian Monte Carlo. Zbl 1380.60070 Betancourt, Michael; Byrne, Simon; Livingstone, Sam; Girolami, Mark 27 2017 On the geometric ergodicity of Hamiltonian Monte Carlo. Zbl 1428.62375 Livingstone, Samuel; Betancourt, Michael; Byrne, Simon; Girolami, Mark 26 2019 How deep are deep Gaussian processes? Zbl 1469.60107 Dunlop, Matthew M.; Girolami, Mark A.; Stuart, Andrew M.; Teckentrup, Aretha L. 23 2018 A unifying information-theoretic framework for independent component analysis. Zbl 1054.94004 Lee, Te-Won; Girolami, M.; Bell, A. J.; Sejnowski, T. J. 19 2000 Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems. Zbl 1352.65010 Lan, Shiwei; Bui-Thanh, Tan; Christie, Mike; Girolami, Mark 19 2016 Hyperpriors for Matérn fields with applications in Bayesian inversion. Zbl 1454.60068 Roininen, Lassi; Girolami, Mark; Lasanen, Sari; Markkanen, Markku 19 2019 Kernel PCA for feature extraction and de-noising in nonlinear regression. Zbl 0989.68112 Rosipal, Roman; Girolami, Mark; Trejo, Leonard J.; Cichocki, Andrzej 18 2001 Bayesian inference for differential equations. Zbl 1152.62016 Girolami, Mark 15 2008 A comparative evaluation of stochastic-based inference methods for Gaussian process models. Zbl 1294.62048 Filippone, M.; Zhong, M.; Girolami, M. 14 2013 Markov chain Monte Carlo inference for Markov jump processes via the linear noise approximation. Zbl 1353.60075 Stathopoulos, Vassilios; Girolami, Mark A. 12 2013 Orthogonal series density estimation and the kernel eigenvalue problem. Zbl 0986.62021 Girolami, Mark 11 2002 Information-geometric Markov chain Monte Carlo methods using diffusions. Zbl 1338.65018 Livingstone, Samuel; Girolami, Mark 11 2014 Convergence rates for a class of estimators based on Stein’s method. Zbl 1459.60064 Oates, Chris J.; Cockayne, Jon; Briol, François-Xavier; Girolami, Mark 11 2019 The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions. Zbl 1506.65210 Girolami, Mark; Febrianto, Eky; Yin, Ge; Cirak, Fehmi 11 2021 Zero variance differential geometric Markov chain Monte Carlo algorithms. Zbl 1327.60140 Papamarkou, Theodore; Mira, Antonietta; Girolami, Mark 10 2014 Bayesian probabilistic numerical methods in time-dependent state estimation for industrial hydrocyclone equipment. Zbl 1428.62515 Oates, Chris J.; Cockayne, Jon; Aykroyd, Robert G.; Girolami, Mark 10 2019 Variational Bayesian multinomial probit regression with Gaussian process priors. Zbl 1121.62027 Girolami, Mark; Rogers, Simon 9 2006 A Bayesian conjugate gradient method (with discussion). Zbl 1430.62024 Cockayne, Jon; Oates, Chris J.; Ipsen, Ilse C. F.; Girolami, Mark 9 2019 Learning and inference in computational systems biology. Zbl 1196.92018 9 2010 A variational method for learning sparse and overcomplete representations. Zbl 0993.68082 Girolami, Mark 8 2001 An expectation-maximization approach to nonlinear component analysis. Zbl 1085.68646 Rosipal, Roman; Girolami, Mark 7 2001 A Bayesian approach to multiscale inverse problems with on-the-fly scale determination. Zbl 1380.62109 Ellam, Louis; Zabaras, Nicholas; Girolami, Mark 7 2016 Posterior inference for sparse hierarchical non-stationary models. Zbl 1510.62068 Monterrubio-Gómez, Karla; Roininen, Lassi; Wade, Sara; Damoulas, Theodoros; Girolami, Mark 7 2020 PeriPy – a high performance peridynamics package. Zbl 1507.74052 Boys, B.; Dodwell, T. J.; Hobbs, M.; Girolami, M. 6 2021 Special issue: Big data and predictive computational modeling. Zbl 1349.00279 Koutsourelakis, P. S.; Zabaras, N.; Girolami, M. 5 2016 The role of statistics in data-centric engineering. Zbl 1463.62377 Lau, F. Din-Houn; Adams, Niall M.; Girolami, Mark A.; Butler, Liam J.; Elshafie, Mohammed Z. E. B. 5 2018 Statistical finite elements for misspecified models. Zbl 1485.65104 Duffin, Connor; Cripps, Edward; Girolami, Mark 4 2021 Variational Bayesian approximation of inverse problems using sparse precision matrices. Zbl 1507.35343 Povala, Jan; Kazlauskaite, Ieva; Febrianto, Eky; Cirak, Fehmi; Girolami, Mark 4 2022 Geometric methods for sampling, optimization, inference, and adaptive agents. Zbl 1524.62021 Barp, Alessandro; Da Costa, Lancelot; França, Guilherme; Friston, Karl; Girolami, Mark; Jordan, Michael I.; Pavliotis, Grigorios A. 4 2022 Handbook of statistical systems biology. Zbl 1227.92027 3 2011 Advances in independent component analysis. Zbl 0966.68593 2 2000 Combining feature spaces for classification. Zbl 1175.68319 Damoulas, Theodoros; Girolami, Mark A. 2 2009 Latent variable models for the topographic organisation of discrete and strictly positive data. Zbl 1006.68771 Girolami, Mark 2 2002 Semi-exact control functionals from Sard’s method. Zbl 07543328 South, L. F.; Karvonen, T.; Nemeth, C.; Girolami, M.; Oates, C. J. 2 2022 Optimality criteria for probabilistic numerical methods. Zbl 1523.65004 Oates, C. J.; Cockayne, J.; Prangle, D.; Sullivan, T. J.; Girolami, M. 2 2020 Online learning with (multiple) kernels: a review. Zbl 1269.68079 Diethe, Tom; Girolami, Mark 2 2013 Infinite factorization of multiple non-parametric views. Zbl 1470.62092 Rogers, Simon; Klami, Arto; Sinkkonen, Janne; Girolami, Mark; Kaski, Samuel 2 2010 A Riemann-Stein kernel method. Zbl 07594056 Barp, Alessandro; Oates, Chris. J.; Porcu, Emilio; Girolami, Mark 2 2022 Convergence guarantees for Gaussian process means with misspecified likelihoods and smoothness. Zbl 07370640 Wynne, George; Briol, François-Xavier; Girolami, Mark 2 2021 Statistical finite elements via Langevin dynamics. Zbl 1506.65006 Akyildiz, Ömer Deniz; Duffin, Connor; Sabanis, Sotirios; Girolami, Mark 2 2022 Probabilistic prediction of neurological disorders with a statistical assessment of neuroimaging data modalities. Zbl 1257.62103 Filippone, M.; Marquand, A. F.; Blain, C. R. V.; Williams, S. C. R.; Mourão-Miranda, J.; Girolami, M. 2 2012 Rejoinder: “Probabilistic integration: a role in statistical computation?”. Zbl 1420.62136 Briol, François-Xavier; Oates, Chris J.; Girolami, Mark; Osborne, Michael A.; Sejdinovic, Dino 2 2019 Stochastic modelling of urban structure. Zbl 1402.91596 Ellam, L.; Girolami, M.; Pavliotis, G. A.; Wilson, A. 2 2018 Discussion of the paper: “Sampling schemes for generalized linear Dirichlet process random effects models” by M. Kyung, J. Gill, and G. Casella. Zbl 1241.65004 Filippone, M.; Mira, A.; Girolami, M. 1 2011 Rejoinder: “Bayesian solution uncertainty quantification for differential equations”. Zbl 1357.62109 Chkrebtii, Oksana A.; Campbell, David A.; Calderhead, Ben; Girolami, Mark A. 1 2016 A first course in machine learning. 2nd edition. Zbl 1373.68006 Rogers, Simon; Girolami, Mark 1 2017 Fully probabilistic deep models for forward and inverse problems in parametric PDEs. Zbl 07771285 Vadeboncoeur, Arnaud; Akyildiz, Ömer Deniz; Kazlauskaite, Ieva; Girolami, Mark; Cirak, Fehmi 1 2023 Low-rank statistical finite elements for scalable model-data synthesis. Zbl 07536762 Duffin, Connor; Cripps, Edward; Stemler, Thomas; Girolami, Mark 1 2022 Embedded ridge approximations. Zbl 1506.76055 Wong, Chun Yui; Seshadri, Pranay; Parks, Geoffrey T.; Girolami, Mark 1 2020 Bayesian learning via neural Schrödinger-Föllmer flows. Zbl 1499.62036 Vargas, Francisco; Ovsianas, Andrius; Fernandes, David; Girolami, Mark; Lawrence, Neil D.; Nüsken, Nikolas 1 2023 Integration in reproducing kernel Hilbert spaces of Gaussian kernels. Zbl 1510.65050 Karvonen, Toni; Oates, Chris J.; Girolami, Mark 1 2021 Bayesian numerical methods as a case study for statistical data science. Zbl 1398.62061 Briol, François-Xavier; Girolami, Mark 1 2018 Fully probabilistic deep models for forward and inverse problems in parametric PDEs. Zbl 07771285 Vadeboncoeur, Arnaud; Akyildiz, Ömer Deniz; Kazlauskaite, Ieva; Girolami, Mark; Cirak, Fehmi 1 2023 Bayesian learning via neural Schrödinger-Föllmer flows. Zbl 1499.62036 Vargas, Francisco; Ovsianas, Andrius; Fernandes, David; Girolami, Mark; Lawrence, Neil D.; Nüsken, Nikolas 1 2023 Variational Bayesian approximation of inverse problems using sparse precision matrices. Zbl 1507.35343 Povala, Jan; Kazlauskaite, Ieva; Febrianto, Eky; Cirak, Fehmi; Girolami, Mark 4 2022 Geometric methods for sampling, optimization, inference, and adaptive agents. Zbl 1524.62021 Barp, Alessandro; Da Costa, Lancelot; França, Guilherme; Friston, Karl; Girolami, Mark; Jordan, Michael I.; Pavliotis, Grigorios A. 4 2022 Semi-exact control functionals from Sard’s method. Zbl 07543328 South, L. F.; Karvonen, T.; Nemeth, C.; Girolami, M.; Oates, C. J. 2 2022 A Riemann-Stein kernel method. Zbl 07594056 Barp, Alessandro; Oates, Chris. J.; Porcu, Emilio; Girolami, Mark 2 2022 Statistical finite elements via Langevin dynamics. Zbl 1506.65006 Akyildiz, Ömer Deniz; Duffin, Connor; Sabanis, Sotirios; Girolami, Mark 2 2022 Low-rank statistical finite elements for scalable model-data synthesis. Zbl 07536762 Duffin, Connor; Cripps, Edward; Stemler, Thomas; Girolami, Mark 1 2022 The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions. Zbl 1506.65210 Girolami, Mark; Febrianto, Eky; Yin, Ge; Cirak, Fehmi 11 2021 PeriPy – a high performance peridynamics package. Zbl 1507.74052 Boys, B.; Dodwell, T. J.; Hobbs, M.; Girolami, M. 6 2021 Statistical finite elements for misspecified models. Zbl 1485.65104 Duffin, Connor; Cripps, Edward; Girolami, Mark 4 2021 Convergence guarantees for Gaussian process means with misspecified likelihoods and smoothness. Zbl 07370640 Wynne, George; Briol, François-Xavier; Girolami, Mark 2 2021 Integration in reproducing kernel Hilbert spaces of Gaussian kernels. Zbl 1510.65050 Karvonen, Toni; Oates, Chris J.; Girolami, Mark 1 2021 Posterior inference for sparse hierarchical non-stationary models. Zbl 1510.62068 Monterrubio-Gómez, Karla; Roininen, Lassi; Wade, Sara; Damoulas, Theodoros; Girolami, Mark 7 2020 Optimality criteria for probabilistic numerical methods. Zbl 1523.65004 Oates, C. J.; Cockayne, J.; Prangle, D.; Sullivan, T. J.; Girolami, M. 2 2020 Embedded ridge approximations. Zbl 1506.76055 Wong, Chun Yui; Seshadri, Pranay; Parks, Geoffrey T.; Girolami, Mark 1 2020 Bayesian probabilistic numerical methods. Zbl 1451.65179 Cockayne, Jon; Oates, Chris J.; Sullivan, T. J.; Girolami, Mark 51 2019 Probabilistic integration: a role in statistical computation? Zbl 1420.62135 Briol, François-Xavier; Oates, Chris J.; Girolami, Mark; Osborne, Michael A.; Sejdinovic, Dino 40 2019 On the geometric ergodicity of Hamiltonian Monte Carlo. Zbl 1428.62375 Livingstone, Samuel; Betancourt, Michael; Byrne, Simon; Girolami, Mark 26 2019 Hyperpriors for Matérn fields with applications in Bayesian inversion. Zbl 1454.60068 Roininen, Lassi; Girolami, Mark; Lasanen, Sari; Markkanen, Markku 19 2019 Convergence rates for a class of estimators based on Stein’s method. Zbl 1459.60064 Oates, Chris J.; Cockayne, Jon; Briol, François-Xavier; Girolami, Mark 11 2019 Bayesian probabilistic numerical methods in time-dependent state estimation for industrial hydrocyclone equipment. Zbl 1428.62515 Oates, Chris J.; Cockayne, Jon; Aykroyd, Robert G.; Girolami, Mark 10 2019 A Bayesian conjugate gradient method (with discussion). Zbl 1430.62024 Cockayne, Jon; Oates, Chris J.; Ipsen, Ilse C. F.; Girolami, Mark 9 2019 Rejoinder: “Probabilistic integration: a role in statistical computation?”. Zbl 1420.62136 Briol, François-Xavier; Oates, Chris J.; Girolami, Mark; Osborne, Michael A.; Sejdinovic, Dino 2 2019 How deep are deep Gaussian processes? Zbl 1469.60107 Dunlop, Matthew M.; Girolami, Mark A.; Stuart, Andrew M.; Teckentrup, Aretha L. 23 2018 The role of statistics in data-centric engineering. Zbl 1463.62377 Lau, F. Din-Houn; Adams, Niall M.; Girolami, Mark A.; Butler, Liam J.; Elshafie, Mohammed Z. E. B. 5 2018 Stochastic modelling of urban structure. Zbl 1402.91596 Ellam, L.; Girolami, M.; Pavliotis, G. A.; Wilson, A. 2 2018 Bayesian numerical methods as a case study for statistical data science. Zbl 1398.62061 Briol, François-Xavier; Girolami, Mark 1 2018 Geometric MCMC for infinite-dimensional inverse problems. Zbl 1375.35627 Beskos, Alexandros; Girolami, Mark; Lan, Shiwei; Farrell, Patrick E.; Stuart, Andrew M. 51 2017 Control functionals for Monte Carlo integration. Zbl 1411.62088 Oates, Chris J.; Girolami, Mark; Chopin, Nicolas 33 2017 Statistical analysis of differential equations: introducing probability measures on numerical solutions. Zbl 1384.62082 Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos 29 2017 The geometric foundations of Hamiltonian Monte Carlo. Zbl 1380.60070 Betancourt, Michael; Byrne, Simon; Livingstone, Sam; Girolami, Mark 27 2017 A first course in machine learning. 2nd edition. Zbl 1373.68006 Rogers, Simon; Girolami, Mark 1 2017 Bayesian solution uncertainty quantification for differential equations. Zbl 1357.62108 Chkrebtii, Oksana A.; Campbell, David A.; Calderhead, Ben; Girolami, Mark A. 46 2016 Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems. Zbl 1352.65010 Lan, Shiwei; Bui-Thanh, Tan; Christie, Mike; Girolami, Mark 19 2016 A Bayesian approach to multiscale inverse problems with on-the-fly scale determination. Zbl 1380.62109 Ellam, Louis; Zabaras, Nicholas; Girolami, Mark 7 2016 Special issue: Big data and predictive computational modeling. Zbl 1349.00279 Koutsourelakis, P. S.; Zabaras, N.; Girolami, M. 5 2016 Rejoinder: “Bayesian solution uncertainty quantification for differential equations”. Zbl 1357.62109 Chkrebtii, Oksana A.; Campbell, David A.; Calderhead, Ben; Girolami, Mark A. 1 2016 Probabilistic numerics and uncertainty in computations. Zbl 1372.65010 Hennig, Philipp; Osborne, Michael A.; Girolami, Mark 71 2015 On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods. Zbl 1426.62092 Lyne, Anne-Marie; Girolami, Mark; Atchadé, Yves; Strathmann, Heiko; Simpson, Daniel 44 2015 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 32 2015 Solving large-scale PDE-constrained Bayesian inverse problems with Riemann manifold Hamiltonian Monte Carlo. Zbl 1306.65269 Bui-Thanh, T.; Girolami, M. 31 2014 Langevin diffusions and the Metropolis-adjusted Langevin algorithm. Zbl 1298.60081 Xifara, T.; Sherlock, C.; Livingstone, S.; Byrne, S.; Girolami, M. 28 2014 Information-geometric Markov chain Monte Carlo methods using diffusions. Zbl 1338.65018 Livingstone, Samuel; Girolami, Mark 11 2014 Zero variance differential geometric Markov chain Monte Carlo algorithms. Zbl 1327.60140 Papamarkou, Theodore; Mira, Antonietta; Girolami, Mark 10 2014 Geodesic Monte Carlo on embedded manifolds. Zbl 1349.62186 Byrne, Simon; Girolami, Mark 36 2013 A comparative evaluation of stochastic-based inference methods for Gaussian process models. Zbl 1294.62048 Filippone, M.; Zhong, M.; Girolami, M. 14 2013 Markov chain Monte Carlo inference for Markov jump processes via the linear noise approximation. Zbl 1353.60075 Stathopoulos, Vassilios; Girolami, Mark A. 12 2013 Online learning with (multiple) kernels: a review. Zbl 1269.68079 Diethe, Tom; Girolami, Mark 2 2013 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. Zbl 1411.62057 Fearnhead, Paul; Prangle, Dennis 79 2012 Probabilistic prediction of neurological disorders with a statistical assessment of neuroimaging data modalities. Zbl 1257.62103 Filippone, M.; Marquand, A. F.; Blain, C. R. V.; Williams, S. C. R.; Mourão-Miranda, J.; Girolami, M. 2 2012 Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071 Girolami, Mark; Calderhead, Ben 248 2011 Handbook of statistical systems biology. Zbl 1227.92027 3 2011 Discussion of the paper: “Sampling schemes for generalized linear Dirichlet process random effects models” by M. Kyung, J. Gill, and G. Casella. Zbl 1241.65004 Filippone, M.; Mira, A.; Girolami, M. 1 2011 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 245 2010 Learning and inference in computational systems biology. Zbl 1196.92018 9 2010 Infinite factorization of multiple non-parametric views. Zbl 1470.62092 Rogers, Simon; Klami, Arto; Sinkkonen, Janne; Girolami, Mark; Kaski, Samuel 2 2010 Estimating Bayes factors via thermodynamic integration and population MCMC. Zbl 1453.62055 Calderhead, Ben; Girolami, Mark 32 2009 Combining feature spaces for classification. Zbl 1175.68319 Damoulas, Theodoros; Girolami, Mark A. 2 2009 Bayesian inference for differential equations. Zbl 1152.62016 Girolami, Mark 15 2008 Variational Bayesian multinomial probit regression with Gaussian process priors. Zbl 1121.62027 Girolami, Mark; Rogers, Simon 9 2006 Orthogonal series density estimation and the kernel eigenvalue problem. Zbl 0986.62021 Girolami, Mark 11 2002 Latent variable models for the topographic organisation of discrete and strictly positive data. Zbl 1006.68771 Girolami, Mark 2 2002 Kernel PCA for feature extraction and de-noising in nonlinear regression. Zbl 0989.68112 Rosipal, Roman; Girolami, Mark; Trejo, Leonard J.; Cichocki, Andrzej 18 2001 A variational method for learning sparse and overcomplete representations. Zbl 0993.68082 Girolami, Mark 8 2001 An expectation-maximization approach to nonlinear component analysis. Zbl 1085.68646 Rosipal, Roman; Girolami, Mark 7 2001 A unifying information-theoretic framework for independent component analysis. Zbl 1054.94004 Lee, Te-Won; Girolami, M.; Bell, A. J.; Sejnowski, T. J. 19 2000 Advances in independent component analysis. Zbl 0966.68593 2 2000 all cited Publications top 5 cited Publications all top 5 Cited by 1,522 Authors 33 Girolami, Mark A. 20 Oates, Chris J. 15 Stuart, Andrew M. 15 Tsionas, Mike G. 12 Marzouk, Youssef M. 11 Cui, Tiangang 11 Särkkä, Simo 10 Friel, Nial 10 Ghattas, Omar N. 9 Cockayne, Jon 9 Karvonen, Toni 9 Lan, Shiwei 9 Sullivan, Tim 8 Briol, François-Xavier 8 Filippone, Maurizio 8 Hennig, Philipp 8 Koutsourelakis, Phaedon-Stelios 8 Sanz-Serna, Jesús María 7 Bui-Thanh, Tan 7 Husmeier, Dirk 7 Selland Kleppe, Tore 7 Owhadi, Houman 7 Pavliotis, Grigorios A. 7 Shahbaba, Babak 7 Sherlock, Chris 6 Bou-Rabee, Nawaf M. 6 Chen, Peng 6 Duncan, Andrew B. 6 Ghanem, Roger G. 6 Golightly, Andrew 6 Karniadakis, George Em 6 Law, Kody J. H. 6 Perdikaris, Paris G. 6 Roininen, Lassi 6 Soize, Christian 6 Suykens, Johan A. K. 5 Bardsley, Johnathan M. 5 Beskos, Alexandros 5 Dunlop, Matthew M. 5 Kohn, Robert J. 5 Latz, Jonas 5 Lie, Han Cheng 5 Lin, Guang 5 Park, Jaewoo 5 Pereyra, Marcelo 5 Quiroz, Matias 5 Roberts, Gareth O. 5 Tran, Minh Ngoc 5 Villa, Umberto E. 5 Villani, Mattias 5 Zabaras, Nicholas J. 5 Zhang, Cheng 4 Aderhold, Andrej 4 Belomestny, Denis 4 Cirak, Fehmi 4 De Moor, Bart L. R. 4 Dellaportas, Petros 4 Durmus, Alain 4 Glatt-Holtz, Nathan E. 4 Grzegorczyk, Marco A. 4 Liang, Faming 4 Moulines, Eric 4 Papamarkou, Theodore 4 Pillai, Natesh S. 4 Sanz-Alonso, Daniel 4 Schwab, Christoph 4 Teckentrup, Aretha L. 4 Tong, Xin Thomson 4 Zahm, Olivier 3 Akyildiz, Ömer Deniz 3 Barp, Alessandro 3 Bédard, Myléne 3 Beer, Michael A. 3 Betancourt, Michael 3 Chada, Neil K. 3 Chopin, Nicolas 3 Cichocki, Andrzej 3 Cotter, Simon L. 3 Cripps, Edward 3 Da Costa, Lancelot 3 Dang, Khue-Dung 3 De Bortoli, Valentin 3 Deng, Wei 3 Drovandi, Christopher C. 3 Duffin, Connor 3 Dunson, David Brian 3 Durante, Daniele 3 Eberle, Andreas 3 Fearnhead, Paul 3 Fox, Emily B. 3 Friston, Karl J. 3 Gao, Wenwu 3 Garbuno-Inigo, Alfredo 3 Gramacy, Robert B. 3 Gretton, Arthur 3 Hoang, Viet Ha 3 Hoff, Peter D. 3 Holbrook, Andrew J. 3 Hrafnkelsson, Birgir 3 Hurn, Merrilee A. ...and 1,422 more Authors all top 5 Cited in 159 Serials 92 Statistics and Computing 52 Journal of Computational Physics 35 SIAM/ASA Journal on Uncertainty Quantification 30 SIAM Journal on Scientific Computing 27 Computational Statistics and Data Analysis 25 Journal of Computational and Graphical Statistics 22 Computer Methods in Applied Mechanics and Engineering 21 Bayesian Analysis 18 Inverse Problems 17 Journal of Machine Learning Research (JMLR) 16 Bernoulli 14 Statistical Science 14 Neural Computation 12 Journal of the American Statistical Association 11 Computational Statistics 11 European Journal of Operational Research 10 Machine Learning 10 Journal of Statistical Computation and Simulation 10 The Annals of Applied Statistics 9 The Annals of Applied Probability 7 The Annals of Statistics 6 Journal of Econometrics 6 Statistics & Probability Letters 6 Neural Networks 6 Communications in Statistics. Simulation and Computation 6 Pattern Recognition 6 SIAM Journal on Mathematics of Data Science 5 Computers & Mathematics with Applications 5 International Statistical Review 5 Journal of Computational and Applied Mathematics 5 SIAM Review 5 Foundations of Computational Mathematics 5 Inverse Problems and Imaging 5 SIAM Journal on Imaging Sciences 4 Journal of Statistical Physics 4 Scandinavian Journal of Statistics 4 Mathematics of Computation 4 Physica D 4 Computational Mechanics 4 SIAM Journal on Applied Dynamical Systems 4 Multiscale Modeling & Simulation 4 Acta Numerica 4 Electronic Journal of Statistics 4 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 3 Journal of the Franklin Institute 3 Mathematical Biosciences 3 Physica A 3 BIT 3 Journal of Mathematical Psychology 3 Journal of Statistical Planning and Inference 3 Journal of Time Series Analysis 3 Applied Mathematics Letters 3 Journal of Scientific Computing 3 Applied Mathematical Modelling 3 Stochastic Processes and their Applications 3 Test 3 Monte Carlo Methods and Applications 3 Complexity 3 Data Mining and Knowledge Discovery 3 Computational Geosciences 3 Statistical Applications in Genetics and Molecular Biology 3 Stochastic and Partial Differential Equations. Analysis and Computations 2 Advances in Applied Probability 2 International Journal for Numerical Methods in Engineering 2 Journal of Applied Probability 2 Operations Research 2 SIAM Journal on Numerical Analysis 2 Statistica Neerlandica 2 Computational Mathematics and Modeling 2 Proceedings of the National Academy of Sciences of the United States of America 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Soft Computing 2 Methodology and Computing in Applied Probability 2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 2 GAMM-Mitteilungen 2 Computational & Mathematical Methods in Medicine 2 Journal of Physics A: Mathematical and Theoretical 2 EURASIP Journal on Advances in Signal Processing 2 Mathematical Geosciences 2 Statistics Surveys 2 Science China. Mathematics 2 Journal of Agricultural, Biological, and Environmental Statistics 2 Information Geometry 2 Environmetrics 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Biology 1 Journal of Mathematical Physics 1 Physics Reports 1 Psychometrika 1 Bulletin of Mathematical Biology 1 Biometrical Journal 1 Calcolo 1 Information Sciences 1 Mathematics and Computers in Simulation 1 Numerische Mathematik 1 SIAM Journal on Control and Optimization 1 Theoretical Computer Science 1 Journal of Computational Mathematics 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Complexity ...and 59 more Serials all top 5 Cited in 41 Fields 521 Statistics (62-XX) 360 Numerical analysis (65-XX) 176 Probability theory and stochastic processes (60-XX) 125 Computer science (68-XX) 56 Partial differential equations (35-XX) 42 Biology and other natural sciences (92-XX) 25 Operations research, mathematical programming (90-XX) 24 Statistical mechanics, structure of matter (82-XX) 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Information and communication theory, circuits (94-XX) 21 Mechanics of deformable solids (74-XX) 17 Dynamical systems and ergodic theory (37-XX) 13 Systems theory; control (93-XX) 12 Approximations and expansions (41-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 11 Functional analysis (46-XX) 11 Geophysics (86-XX) 10 Fluid mechanics (76-XX) 7 Ordinary differential equations (34-XX) 7 Differential geometry (53-XX) 7 Quantum theory (81-XX) 6 Integral equations (45-XX) 5 Mechanics of particles and systems (70-XX) 4 General and overarching topics; collections (00-XX) 4 Global analysis, analysis on manifolds (58-XX) 4 Optics, electromagnetic theory (78-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Measure and integration (28-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Operator theory (47-XX) 2 History and biography (01-XX) 2 Functions of a complex variable (30-XX) 2 Convex and discrete geometry (52-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Relativity and gravitational theory (83-XX) 1 Combinatorics (05-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Real functions (26-XX) 1 Potential theory (31-XX) 1 Geometry (51-XX) Citations by Year