Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributions

1 October 2021

Papers citing "Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributions"

11 / 11 papers shown

Title
Efficiently Vectorized MCMC on Modern Accelerators Hugh Dance Pierre Glaser Peter Orbanz Ryan P. Adams 47 0 0 20 Mar 2025
ATLAS: Adapting Trajectory Lengths and Step-Size for Hamiltonian Monte Carlo Chirag Modi 23 1 0 28 Oct 2024
AutoStep: Locally adaptive involutive MCMC Tiange Liu Nikola Surjanovic Miguel Biron-Lattes Alexandre Bouchard-Coté Trevor Campbell 28 1 0 24 Oct 2024
Amortized Bayesian Multilevel Models Daniel Habermann Marvin Schmitt Lars Kühmichel Andreas Bulling Stefan T. Radev Paul-Christian Burkner 50 3 0 23 Aug 2024
posteriordb: Testing, Benchmarking and Developing Bayesian Inference Algorithms Måns Magnusson Jakob Torgander Paul-Christian Burkner Lu Zhang Bob Carpenter Aki Vehtari 39 6 0 06 Jul 2024
Sampling From Multiscale Densities With Delayed Rejection Generalized Hamiltonian Monte Carlo Gilad Turok Chirag Modi Bob Carpenter BDL 30 3 0 04 Jun 2024
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo Nawaf Bou-Rabee Bob Carpenter Milo Marsden 41 6 0 23 Apr 2024
autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm Miguel Biron-Lattes Nikola Surjanovic Saifuddin Syed Trevor Campbell Alexandre Bouchard-Coté 18 10 0 25 Oct 2023
Automatic Regenerative Simulation via Non-Reversible Simulated Tempering Miguel Biron-Lattes Trevor Campbell Alexandre Bouchard-Coté 15 0 0 11 Sep 2023
Several Remarks on the Numerical Integrator in Lagrangian Monte Carlo James A. Brofos Roy R. Lederman 8 0 0 28 Feb 2022
MCMC using Hamiltonian dynamics Radford M. Neal 170 3,260 0 09 Jun 2012