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Adaptive step size selection for Hessian-based manifold Langevin samplers
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Adaptive step size selection for Hessian-based manifold Langevin samplers

T. S. Kleppe
ArXiv (abs)PDFHTML

Papers citing "Adaptive step size selection for Hessian-based manifold Langevin samplers"

4 / 4 papers shown
Title
AutoStep: Locally adaptive involutive MCMC
AutoStep: Locally adaptive involutive MCMC
Tiange Liu
Nikola Surjanovic
Miguel Biron-Lattes
Alexandre Bouchard-Côté
Trevor Campbell
94
1
0
24 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
148
7
0
23 Apr 2024
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates
T. S. Kleppe
54
12
0
04 May 2020
The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models
The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models
O. Grothe
T. S. Kleppe
R. Liesenfeld
59
13
0
06 Jan 2016