Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal
densities?

Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal densities?

9 August 2018

Natesh S. Pillai

Papers citing "Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal densities?"

8 / 8 papers shown

Title
Machine Learning and the Future of Bayesian Computation Steven Winter Trevor Campbell Lizhen Lin Sanvesh Srivastava David B. Dunson TPM 36 4 0 21 Apr 2023
Parallel MCMC Algorithms: Theoretical Foundations, Algorithm Design, Case Studies N. Glatt-Holtz Andrew J Holbrook J. Krometis Cecilia F. Mondaini 18 10 0 10 Sep 2022
Annealed Leap-Point Sampler for Multimodal Target Distributions Nicholas G. Tawn M. Moores Gareth O. Roberts 14 5 0 24 Dec 2021
Schr{ö}dinger-F{ö}llmer Sampler: Sampling without Ergodicity Jian Huang Yuling Jiao Lican Kang Xu Liao Jin Liu Yanyan Liu 29 27 0 21 Jun 2021
Stacking for Non-mixing Bayesian Computations: The Curse and Blessing of Multimodal Posteriors Yuling Yao Aki Vehtari Andrew Gelman 29 60 0 22 Jun 2020
Optimal Temperature Spacing for Regionally Weight-preserving Tempering Nicholas G. Tawn Gareth O. Roberts 9 4 0 13 Oct 2018
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 77 136 0 01 May 2018
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 58 231 0 11 Jul 2016