13 citations · 29 across the 6 of their papers we have counts for
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stat.CO2018★ 13 cited
Faster Hamiltonian Monte Carlo by Learning Leapfrog Scale: an offline randomized solution
Changye Wu, Pierre Pudlo, Christian P. Robert +1
We introduce a Hamiltonian Monte Carlo (HMC) methodology based on an offline empirical calibration of randomized leapfrog parameters. The approach, referred to as eHMC, where \text…
stat.CO2018★ 1 cited
Accelerating MCMC Algorithms
Christian P. Robert, Victor Elvira, Nick Tawn +1
Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heav…