On the Geometric Ergodicity of Hamiltonian Monte Carlo

On the Geometric Ergodicity of Hamiltonian Monte Carlo

29 January 2016

Samuel Livingstone

Papers citing "On the Geometric Ergodicity of Hamiltonian Monte Carlo"

12 / 12 papers shown

Title
Geometric Ergodicity in Modified Variations of Riemannian Manifold and Lagrangian Monte Carlo James A. Brofos Vivekananda Roy Roy R. Lederman 11 3 0 04 Jan 2023
Second Order Ensemble Langevin Method for Sampling and Inverse Problems Ziming Liu Andrew M. Stuart Yixuan Wang 21 6 0 09 Aug 2022
Exact Privacy Guarantees for Markov Chain Implementations of the Exponential Mechanism with Artificial Atoms Jeremy Seeman M. Reimherr Aleksandra B. Slavkovic 14 11 0 03 Apr 2022
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 28 25 0 20 Mar 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 13 14 0 26 Feb 2022
Hamiltonian Monte Carlo with Asymmetrical Momentum Distributions Soumyadip Ghosh Ying-Ling Lu Aditya Gopalan 9 3 0 21 Oct 2021
A Unifying and Canonical Description of Measure-Preserving Diffusions Alessandro Barp So Takao M. Betancourt Alexis Arnaudon Mark Girolami 12 17 0 06 May 2021
NeuTra-lizing Bad Geometry in Hamiltonian Monte Carlo Using Neural Transport Matthew Hoffman Pavel Sountsov Joshua V. Dillon I. Langmore Dustin Tran Srinivas Vasudevan BDL 18 103 0 09 Mar 2019
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 18 63 0 01 Sep 2017
Modified Hamiltonian Monte Carlo for Bayesian inference Tijana Radivojević E. Akhmatskaya 12 31 0 13 Jun 2017
Exponential Ergodicity of the Bouncy Particle Sampler George Deligiannidis Alexandre Bouchard-Coté Arnaud Doucet 19 49 0 12 May 2017
MCMC using Hamiltonian dynamics Radford M. Neal 173 3,260 0 09 Jun 2012