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Lagrangian Dynamical Monte Carlo

15 November 2012

Papers citing "Lagrangian Dynamical Monte Carlo"

27 / 27 papers shown

Title
Geodesic Slice Sampler for Multimodal Distributions with Strong Curvature Bernardo Williams Hanlin Yu Hoang Phuc Hau Luu Georgios Arvanitidis Arto Klami 110 0 0 28 Feb 2025
Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo Max Hird Samuel Livingstone 70 5 0 08 Dec 2023
Riemannian Laplace Approximation with the Fisher Metric Hanlin Yu Marcelo Hartmann Bernardo Williams Mark Girolami Arto Klami 111 3 0 05 Nov 2023
Warped geometric information on the optimisation of Euclidean functions M. Hartmann Bernardo Williams Hanlin Yu Mark Girolami Alessandro Barp Arto Klami 83 3 0 16 Aug 2023
Scalable Stochastic Gradient Riemannian Langevin Dynamics in Non-Diagonal Metrics Hanlin Yu M. Hartmann Bernardo Williams Arto Klami BDL 90 6 0 09 Mar 2023
Geometric Ergodicity in Modified Variations of Riemannian Manifold and Lagrangian Monte Carlo James A. Brofos Vivekananda Roy Roy R. Lederman 61 3 0 04 Jan 2023
Log-density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods T. S. Kleppe 78 3 0 03 Nov 2022
Sampling Constrained Continuous Probability Distributions: A Review Shiwei Lan Lulu Kang 50 7 0 26 Sep 2022
Several Remarks on the Numerical Integrator in Lagrangian Monte Carlo James A. Brofos Roy R. Lederman 43 0 0 28 Feb 2022
Lagrangian Manifold Monte Carlo on Monge Patches M. Hartmann Mark Girolami Arto Klami 57 10 0 01 Feb 2022
On Numerical Considerations for Riemannian Manifold Hamiltonian Monte Carlo James A. Brofos Roy R. Lederman 54 8 0 19 Nov 2021
The Ball Pit Algorithm: A Markov Chain Monte Carlo Method Based on Path Integrals Miguel Fudolig Réka Howard 37 0 0 05 Nov 2021
Scaling Up Bayesian Uncertainty Quantification for Inverse Problems using Deep Neural Networks Shiwei Lan Shuyi Li Babak Shahbaba UQCV BDL 96 16 0 11 Jan 2021
Understanding MCMC Dynamics as Flows on the Wasserstein Space Chang-Shu Liu Jingwei Zhuo Jun Zhu 106 22 0 01 Feb 2019
Dynamically rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models T. S. Kleppe 74 11 0 06 Jun 2018
Modified Hamiltonian Monte Carlo for Bayesian inference Tijana Radivojević E. Akhmatskaya 122 31 0 13 Jun 2017
Geometry and Dynamics for Markov Chain Monte Carlo Alessandro Barp François‐Xavier Briol A. Kennedy Mark Girolami AI4CE 88 31 0 08 May 2017
Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation Andrew J Holbrook Shiwei Lan A. Vandenberg-Rodes Babak Shahbaba 82 26 0 24 Dec 2016
Modified Cholesky Riemann Manifold Hamiltonian Monte Carlo: Exploiting Sparsity for Fast Sampling of High-dimensional Targets T. S. Kleppe 54 9 0 13 Dec 2016
Geometric adaptive Monte Carlo in random environment Theodore Papamarkou Alexey Lindo E. Ford 45 4 0 29 Aug 2016
On the application of higher order symplectic integrators in Hamiltonian Monte Carlo Janne Mannseth T. S. Kleppe H. Skaug 62 3 0 25 Aug 2016
Geometric MCMC for Infinite-Dimensional Inverse Problems A. Beskos Mark Girolami Shiwei Lan P. Farrell Andrew M. Stuart 92 144 0 20 Jun 2016
Variable length trajectory compressible hybrid Monte Carlo A. Nishimura David B. Dunson 60 4 0 04 Apr 2016
Geometrically Tempered Hamiltonian Monte Carlo A. Nishimura David B. Dunson 51 22 0 04 Apr 2016
Emulation of Higher-Order Tensors in Manifold Monte Carlo Methods for Bayesian Inverse Problems Shiwei Lan T. Bui-Thanh M. Christie Mark Girolami 116 58 0 22 Jul 2015
Sampling constrained probability distributions using Spherical Augmentation Shiwei Lan Babak Shahbaba TPM 108 14 0 19 Jun 2015
Compressible Generalized Hybrid Monte Carlo Youhan Fang J. Sanz-Serna R. Skeel 89 62 0 28 Feb 2014