Identifying the Optimal Integration Time in Hamiltonian Monte Carlo

2 January 2016

Papers citing "Identifying the Optimal Integration Time in Hamiltonian Monte Carlo"

11 / 11 papers shown

Title
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo Nawaf Bou-Rabee Bob Carpenter Milo Marsden 156 7 0 23 Apr 2024
BlackJAX: Composable Bayesian inference in JAX Alberto Cabezas Adrien Corenflos Junpeng Lao Rémi Louf Antoine Carnec ... Kevin P. Murphy Juan Camilo Orduz Karm Patel Xi Wang Robert Zinkov DRL MLAU 72 25 0 16 Feb 2024
Sequential Bayesian Learning for Hidden Semi-Markov Models Patrick Aschermayr K. Kalogeropoulos 105 0 0 25 Jan 2023
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents Alessandro Barp Lancelot Da Costa G. Francca Karl J. Friston Mark Girolami Michael I. Jordan G. Pavliotis 97 25 0 20 Mar 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 90 15 0 26 Feb 2022
Efficient Learning of the Parameters of Non-Linear Models using Differentiable Resampling in Particle Filters Conor Rosato Vincent Beraud P. Horridge Thomas B. Schon Simon Maskell 89 14 0 02 Nov 2021
Faster MCMC for Gaussian Latent Position Network Models Neil A. Spencer B. Junker T. Sweet BDL 70 6 0 13 Jun 2020
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates T. S. Kleppe 58 12 0 04 May 2020
Adaptive Tuning Of Hamiltonian Monte Carlo Within Sequential Monte Carlo Alexander K. Buchholz Nicolas Chopin Pierre E. Jacob 90 34 0 23 Aug 2018
Modified Cholesky Riemann Manifold Hamiltonian Monte Carlo: Exploiting Sparsity for Fast Sampling of High-dimensional Targets T. S. Kleppe 54 9 0 13 Dec 2016
On the Geometric Ergodicity of Hamiltonian Monte Carlo Samuel Livingstone M. Betancourt Simon Byrne Mark Girolami 141 117 0 29 Jan 2016