Kinetic energy choice in Hamiltonian/hybrid Monte Carlo

v1v2v3 (latest)

Kinetic energy choice in Hamiltonian/hybrid Monte Carlo

8 June 2017

Samuel Livingstone

Michael F Faulkner

Gareth O. Roberts

ArXiv (abs)PDF HTML

Papers citing "Kinetic energy choice in Hamiltonian/hybrid Monte Carlo"

17 / 17 papers shown

Title
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 76 5 0 07 Jul 2023
Unbiased Estimation using Underdamped Langevin Dynamics Hamza Ruzayqat Neil K. Chada Ajay Jasra 81 6 0 14 Jun 2022
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition Lukang Sun Avetik G. Karagulyan Peter Richtárik 90 19 0 01 Jun 2022
The Apogee to Apogee Path Sampler Chris Sherlock S. Urbas Matthew Ludkin 99 6 0 15 Dec 2021
Cauchy Markov Random Field Priors for Bayesian Inversion Neil K. Chada L. Roininen Jarkko Suuronen 51 24 0 26 May 2021
A fresh take on 'Barker dynamics' for MCMC Max Hird Samuel Livingstone Giacomo Zanella 102 9 0 17 Dec 2020
Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors N. Biswas A. Bhattacharya Pierre E. Jacob J. Johndrow 78 14 0 09 Dec 2020
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates T. S. Kleppe 56 12 0 04 May 2020
Fractional Underdamped Langevin Dynamics: Retargeting SGD with Momentum under Heavy-Tailed Gradient Noise Umut Simsekli Lingjiong Zhu Yee Whye Teh Mert Gurbuzbalaban 90 50 0 13 Feb 2020
Conformal Symplectic and Relativistic Optimization G. Francca Jeremias Sulam Daniel P. Robinson René Vidal 119 69 0 11 Mar 2019
Accelerating MCMC Algorithms Christian P. Robert Victor Elvira Nicholas G. Tawn Changye Wu 107 141 0 08 Apr 2018
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 102 64 0 01 Sep 2017
Unbiased Markov chain Monte Carlo with couplings Pierre E. Jacob J. O'Leary Yves F. Atchadé 132 73 0 11 Aug 2017
Modified Hamiltonian Monte Carlo for Bayesian inference Tijana Radivojević E. Akhmatskaya 119 31 0 13 Jun 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
Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance Samuel Livingstone 183 11 0 21 Jul 2015