Hamiltonian Monte Carlo for efficient Gaussian sampling: long and random steps

26 September 2022

Papers citing "Hamiltonian Monte Carlo for efficient Gaussian sampling: long and random steps"

10 / 10 papers shown

Title
New affine invariant ensemble samplers and their dimensional scaling Yifan Chen 16 0 0 05 May 2025
Exponential speed up in Monte Carlo sampling through Radial Updates Johann Ostmeyer 66 2 0 27 Nov 2024
Mixing of the No-U-Turn Sampler and the Geometry of Gaussian Concentration Nawaf Bou-Rabee Stefan Oberdörster 23 1 0 09 Oct 2024
Is Gibbs sampling faster than Hamiltonian Monte Carlo on GLMs? Son Luu Zuheng Xu Nikola Surjanovic Miguel Biron-Lattes Trevor Campbell Alexandre Bouchard-Coté 18 0 0 04 Oct 2024
Entropy contraction of the Gibbs sampler under log-concavity Filippo Ascolani Hugo Lavenant Giacomo Zanella 26 5 0 01 Oct 2024
Improved Discretization Analysis for Underdamped Langevin Monte Carlo Matthew Shunshi Zhang Sinho Chewi Mufan Bill Li Krishnakumar Balasubramanian Murat A. Erdogdu 15 34 0 16 Feb 2023
On the Dissipation of Ideal Hamiltonian Monte Carlo Sampler Qijia Jiang 25 7 0 15 Sep 2022
HMC and underdamped Langevin united in the unadjusted convex smooth case Nicolai Gouraud Pierre Le Bris Adrien Majka Pierre Monmarché 15 10 0 02 Feb 2022
Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling Keru Wu S. Schmidler Yuansi Chen 34 50 0 27 Sep 2021
MCMC using Hamiltonian dynamics Radford M. Neal 164 3,260 0 09 Jun 2012