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most citedAccelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations

82 citations · 204 across the 14 of their papers we have counts for

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math.PR2018★ 17 cited

Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal densities?

Oren Mangoubi, Natesh S. Pillai, Aaron Smith

Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their…