Geometry and Dynamics for Markov Chain Monte Carlo

Geometry and Dynamics for Markov Chain Monte Carlo

8 May 2017

Alessandro Barp

François‐Xavier Briol

Papers citing "Geometry and Dynamics for Markov Chain Monte Carlo"

19 / 19 papers shown

Title
On the Convergence of Stochastic Gradient MCMC Algorithms with High-Order Integrators Changyou Chen Nan Ding Lawrence Carin 69 161 0 21 Oct 2016
Geometric MCMC for Infinite-Dimensional Inverse Problems A. Beskos Mark Girolami Shiwei Lan P. Farrell Andrew M. Stuart 48 143 0 20 Jun 2016
Geometrically Tempered Hamiltonian Monte Carlo A. Nishimura David B. Dunson 30 22 0 04 Apr 2016
On the Geometric Ergodicity of Hamiltonian Monte Carlo Samuel Livingstone M. Betancourt Simon Byrne Mark Girolami 89 116 0 29 Jan 2016
Emulation of Higher-Order Tensors in Manifold Monte Carlo Methods for Bayesian Inverse Problems Shiwei Lan T. Bui-Thanh M. Christie Mark Girolami 58 58 0 22 Jul 2015
A Complete Recipe for Stochastic Gradient MCMC Yian Ma Tianqi Chen E. Fox BDL SyDa 62 486 0 15 Jun 2015
(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics Sebastian J. Vollmer K. Zygalakis and Yee Whye Teh 78 49 0 02 Jan 2015
Consistency and fluctuations for stochastic gradient Langevin dynamics Yee Whye Teh Alexandre Hoang Thiery Sebastian J. Vollmer 66 234 0 01 Sep 2014
Solving Large-Scale PDE-constrained Bayesian Inverse Problems with Riemann Manifold Hamiltonian Monte Carlo T. Bui-Thanh Mark Girolami 51 70 0 06 Jul 2014
Information-geometric Markov Chain Monte Carlo methods using Diffusions Samuel Livingstone Mark Girolami DiffM 96 45 0 31 Mar 2014
Compressible Generalized Hybrid Monte Carlo Youhan Fang J. Sanz-Serna R. Skeel 68 61 0 28 Feb 2014
Stochastic Gradient Hamiltonian Monte Carlo Tianqi Chen E. Fox Carlos Guestrin BDL 106 910 0 17 Feb 2014
Wormhole Hamiltonian Monte Carlo Shiwei Lan J. Streets Babak Shahbaba 89 65 0 01 Jun 2013
Adaptive Hamiltonian and Riemann Manifold Monte Carlo Samplers Ziyun Wang S. Mohamed Nando de Freitas 152 56 0 25 Feb 2013
Geodesic Monte Carlo on Embedded Manifolds Simon Byrne Mark Girolami 96 152 0 25 Jan 2013
Lagrangian Dynamical Monte Carlo Shiwei Lan V. Stathopoulos Babak Shahbaba Mark Girolami 88 46 0 15 Nov 2012
MCMC using Hamiltonian dynamics Radford M. Neal 290 3,281 0 09 Jun 2012
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster S. Cotter Gareth O. Roberts Andrew M. Stuart D. White 97 480 0 03 Feb 2012
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 165 4,300 0 18 Nov 2011