Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space

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Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space

3 February 2022

Santosh Vempala

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Papers citing "Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space"

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Title
New affine invariant ensemble samplers and their dimensional scaling Yifan Chen 91 0 0 05 May 2025
Condition-number-independent convergence rate of Riemannian Hamiltonian Monte Carlo with numerical integrators Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 83 12 0 13 Oct 2022
Volesti: Volume Approximation and Sampling for Convex Polytopes in R Apostolos Chalkis Vissarion Fisikopoulos 41 25 0 03 Jul 2020
Exponential ergodicity of mirror-Langevin diffusions Sinho Chewi Thibaut Le Gouic Chen Lu Tyler Maunu Philippe Rigollet Austin J. Stromme 59 51 0 19 May 2020
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 58 37 0 10 Feb 2020
Introducing an Explicit Symplectic Integration Scheme for Riemannian Manifold Hamiltonian Monte Carlo Adam D. Cobb A. G. Baydin Andrew Markham Stephen J. Roberts 52 32 0 14 Oct 2019
The Randomized Midpoint Method for Log-Concave Sampling Ruoqi Shen Y. Lee 103 118 0 12 Sep 2019
Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients Yuansi Chen Raaz Dwivedi Martin J. Wainwright Bin Yu 51 101 0 29 May 2019
Pyro: Deep Universal Probabilistic Programming Eli Bingham Jonathan P. Chen M. Jankowiak F. Obermeyer Neeraj Pradhan Theofanis Karaletsos Rohit Singh Paul A. Szerlip Paul Horsfall Noah D. Goodman BDL GP 158 1,057 0 18 Oct 2018
Log-concave sampling: Metropolis-Hastings algorithms are fast Raaz Dwivedi Yuansi Chen Martin J. Wainwright Bin Yu 66 255 0 08 Jan 2018
Convergence Rate of Riemannian Hamiltonian Monte Carlo and Faster Polytope Volume Computation Y. Lee Santosh Vempala 63 113 0 17 Oct 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 92 301 0 12 Jul 2017
Stochastic Quasi-Newton Langevin Monte Carlo Umut Simsekli Roland Badeau A. Cemgil G. Richard BDL 54 62 0 10 Feb 2016
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 180 4,313 0 18 Nov 2011

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