Compressible Generalized Hybrid Monte Carlo

28 February 2014

Papers citing "Compressible Generalized Hybrid Monte Carlo"

15 / 15 papers shown

Title
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration Nawaf Bou-Rabee Milo Marsden 93 13 0 20 Nov 2022
On Irreversible Metropolis Sampling Related to Langevin Dynamics Zexi Song Z. Tan 40 2 0 06 Jun 2021
A Unifying and Canonical Description of Measure-Preserving Diffusions Alessandro Barp So Takao M. Betancourt Alexis Arnaudon Mark Girolami 79 17 0 06 May 2021
A general perspective on the Metropolis-Hastings kernel Christophe Andrieu Anthony Lee Samuel Livingstone 86 25 0 29 Dec 2020
On the accept-reject mechanism for Metropolis-Hastings algorithms N. Glatt-Holtz J. Krometis Cecilia F. Mondaini 95 10 0 09 Nov 2020
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates T. S. Kleppe 58 12 0 04 May 2020
Markov chain Monte Carlo algorithms with sequential proposals Joonha Park Yves F. Atchadé BDL 50 13 0 15 Jul 2019
Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario Christophe Andrieu Samuel Livingstone 75 28 0 14 Jun 2019
Geometric integrators and the Hamiltonian Monte Carlo method Nawaf Bou-Rabee J. Sanz-Serna 78 98 0 14 Nov 2017
Modified Hamiltonian Monte Carlo for Bayesian inference Tijana Radivojević E. Akhmatskaya 127 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
On the convergence of Hamiltonian Monte Carlo Alain Durmus Eric Moulines E. Saksman 99 70 0 29 Apr 2017
Recycling intermediate steps to improve Hamiltonian Monte Carlo A. Nishimura David B. Dunson 62 10 0 21 Nov 2015
Moment conditions and Bayesian nonparametrics L. Bornn N. Shephard R. Solgi 115 19 0 30 Jul 2015
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