Unbiased constrained sampling with Self-Concordant Barrier Hamiltonian Monte Carlo

21 October 2022

Papers citing "Unbiased constrained sampling with Self-Concordant Barrier Hamiltonian Monte Carlo"

7 / 7 papers shown

Title
Condition-number-independent convergence rate of Riemannian Hamiltonian Monte Carlo with numerical integrators Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 73 12 0 13 Oct 2022
Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space Yunbum Kook Y. Lee Ruoqi Shen Santosh Vempala 40 38 0 03 Feb 2022
Introducing an Explicit Symplectic Integration Scheme for Riemannian Manifold Hamiltonian Monte Carlo Adam D. Cobb A. G. Baydin Andrew Markham Stephen J. Roberts 43 32 0 14 Oct 2019
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 64 412 0 17 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 66 514 0 23 Dec 2014
Geodesic Monte Carlo on Embedded Manifolds Simon Byrne Mark Girolami 88 152 0 25 Jan 2013
MCMC using Hamiltonian dynamics Radford M. Neal 288 3,276 0 09 Jun 2012