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"

15 / 65 papers shown

Title
Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo Oren Mangoubi Nisheeth K. Vishnoi 20 53 0 24 Feb 2018
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 18 63 0 01 Sep 2017
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions Oren Mangoubi Aaron Smith 32 106 0 23 Aug 2017
A Discrete Bouncy Particle Sampler Chris Sherlock Alexandre Hoang Thiery 19 22 0 17 Jul 2017
Modified Hamiltonian Monte Carlo for Bayesian inference Tijana Radivojević E. Akhmatskaya 12 31 0 13 Jun 2017
Kinetic energy choice in Hamiltonian/hybrid Monte Carlo Samuel Livingstone Michael F Faulkner Gareth O. Roberts 16 45 0 08 Jun 2017
Variance bounding of delayed-acceptance kernels Chris Sherlock Anthony Lee 21 4 0 07 Jun 2017
Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods Akihiko Nishimura David B. Dunson Jianfeng Lu 16 2 0 23 May 2017
Exponential Ergodicity of the Bouncy Particle Sampler George Deligiannidis Alexandre Bouchard-Coté Arnaud Doucet 19 49 0 12 May 2017
Geometry and Dynamics for Markov Chain Monte Carlo Alessandro Barp François‐Xavier Briol A. Kennedy Mark Girolami AI4CE 15 31 0 08 May 2017
On the convergence of Hamiltonian Monte Carlo Alain Durmus Eric Moulines E. Saksman 24 70 0 29 Apr 2017
Relativistic Monte Carlo Xiaoyu Lu Valerio Perrone Leonard Hasenclever Yee Whye Teh Sebastian J. Vollmer BDL 22 39 0 14 Sep 2016
Recycling intermediate steps to improve Hamiltonian Monte Carlo A. Nishimura David B. Dunson 22 9 0 21 Nov 2015
Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance Samuel Livingstone 34 10 0 21 Jul 2015
MCMC using Hamiltonian dynamics Radford M. Neal 185 3,262 0 09 Jun 2012