GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo

23 April 2024

Papers citing "GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo"

14 / 14 papers shown

Title
A Langevin sampling algorithm inspired by the Adam optimizer Benedict Leimkuhler René Lohmann Peter Whalley 110 0 0 26 Apr 2025
AutoStep: Locally adaptive involutive MCMC Tiange Liu Nikola Surjanovic Miguel Biron-Lattes Alexandre Bouchard-Côté Trevor Campbell 48 1 0 24 Oct 2024
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 45 5 0 07 Jul 2023
Randomized Time Riemannian Manifold Hamiltonian Monte Carlo Peter Whalley Daniel Paulin Benedict Leimkuhler 31 4 0 09 Jun 2022
Improved analysis for a proximal algorithm for sampling Yongxin Chen Sinho Chewi Adil Salim Andre Wibisono 90 57 0 13 Feb 2022
Structured Logconcave Sampling with a Restricted Gaussian Oracle Y. Lee Ruoqi Shen Kevin Tian 50 71 0 07 Oct 2020
Composable Effects for Flexible and Accelerated Probabilistic Programming in NumPyro Du Phan Neeraj Pradhan M. Jankowiak 56 358 0 24 Dec 2019
Faster Hamiltonian Monte Carlo by Learning Leapfrog Scale Changye Wu Julien Stoehr Christian P. Robert 90 16 0 10 Oct 2018
Geometric integrators and the Hamiltonian Monte Carlo method Nawaf Bou-Rabee J. Sanz-Serna 55 98 0 14 Nov 2017
Identifying the Optimal Integration Time in Hamiltonian Monte Carlo M. Betancourt 34 37 0 02 Jan 2016
Programming with models: writing statistical algorithms for general model structures with NIMBLE P. de Valpine Daniel Turek C. Paciorek Clifford Anderson-Bergman D. Lang Rastislav Bodík 59 850 0 19 May 2015
Comparison of hit-and-run, slice sampling and random walk Metropolis Daniel Rudolf Mario Ullrich 49 13 0 04 May 2015
MCMC using Hamiltonian dynamics Radford M. Neal 288 3,276 0 09 Jun 2012
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 162 4,295 0 18 Nov 2011