Geometric Ergodicity in Modified Variations of Riemannian Manifold and Lagrangian Monte Carlo

4 January 2023

Papers citing "Geometric Ergodicity in Modified Variations of Riemannian Manifold and Lagrangian Monte Carlo"

9 / 9 papers shown

Title
Convergence of position-dependent MALA with application to conditional simulation in GLMMs Vivekananda Roy Lijin Zhang 56 8 0 28 Aug 2021
Involutive MCMC: a Unifying Framework Kirill Neklyudov Max Welling Evgenii Egorov Dmitry Vetrov 75 38 0 30 Jun 2020
Implicit Hamiltonian Monte Carlo for Sampling Multiscale Distributions A. Pourzanjani Linda R. Petzold 40 8 0 02 Nov 2019
Convergence diagnostics for Markov chain Monte Carlo Vivekananda Roy 68 220 0 26 Sep 2019
$Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC$ Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC Aki Vehtari Andrew Gelman Daniel P. Simpson Bob Carpenter Paul-Christian Bürkner 57 940 0 19 Mar 2019
On the Geometric Ergodicity of Hamiltonian Monte Carlo Samuel Livingstone M. Betancourt Simon Byrne Mark Girolami 104 116 0 29 Jan 2016
Langevin diffusions and the Metropolis-adjusted Langevin algorithm Tatiana Xifara Chris Sherlock Samuel Livingstone Simon Byrne Mark Girolami 82 126 0 11 Sep 2013
Lagrangian Dynamical Monte Carlo Shiwei Lan V. Stathopoulos Babak Shahbaba Mark Girolami 97 45 0 15 Nov 2012
Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation Anthony Lee Krzysztof Latuszynski 114 55 0 24 Oct 2012