autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm

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autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm

25 October 2023

Miguel Biron-Lattes

Nikola Surjanovic

Trevor Campbell

Alexandre Bouchard-Côté

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Papers citing "autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm"

9 / 9 papers shown

Title
Score-Based Metropolis-Hastings Algorithms Ahmed Aloui Ali Hasan Juncheng Dong Zihao Wu Vahid Tarokh DiffM 102 0 0 31 Dec 2024
AutoStep: Locally adaptive involutive MCMC Tiange Liu Nikola Surjanovic Miguel Biron-Lattes Alexandre Bouchard-Côté Trevor Campbell 64 1 0 24 Oct 2024
Amortized Bayesian Multilevel Models Daniel Habermann Marvin Schmitt Lars Kühmichel Andreas Bulling Stefan T. Radev Paul-Christian Bürkner 230 4 0 23 Aug 2024
Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo Max Hird Samuel Livingstone 59 5 0 08 Dec 2023
On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers Alain Durmus Samuel Gruffaz Miika Kailas E. Saksman M. Vihola 51 5 0 07 Jul 2023
Parallel Tempering With a Variational Reference Nikola Surjanovic Saifuddin Syed Alexandre Bouchard-Côté Trevor Campbell 55 13 0 31 May 2022
Efficient and Generalizable Tuning Strategies for Stochastic Gradient MCMC Jeremie Coullon Leah F. South Christopher Nemeth 61 12 0 27 May 2021
Non-Reversible Parallel Tempering: a Scalable Highly Parallel MCMC Scheme Saifuddin Syed Alexandre Bouchard-Côté George Deligiannidis Arnaud Doucet 72 73 0 08 May 2019
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 169 4,309 0 18 Nov 2011