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On the convergence of dynamic implementations of Hamiltonian Monte Carlo
  and No U-Turn Samplers

On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers

7 July 2023
Alain Durmus
Samuel Gruffaz
Miika Kailas
E. Saksman
M. Vihola
ArXivPDFHTML

Papers citing "On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers"

5 / 5 papers shown
Title
Mixing of the No-U-Turn Sampler and the Geometry of Gaussian
  Concentration
Mixing of the No-U-Turn Sampler and the Geometry of Gaussian Concentration
Nawaf Bou-Rabee
Stefan Oberdörster
28
1
0
09 Oct 2024
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo
Nawaf Bou-Rabee
Bob Carpenter
Milo Marsden
43
6
0
23 Apr 2024
autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm
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
Coupling and Convergence for Hamiltonian Monte Carlo
Coupling and Convergence for Hamiltonian Monte Carlo
Nawaf Bou-Rabee
A. Eberle
Raphael Zimmer
77
136
0
01 May 2018
MCMC using Hamiltonian dynamics
MCMC using Hamiltonian dynamics
Radford M. Neal
185
3,262
0
09 Jun 2012
1