49 citations · 85 across the 4 of their papers we have counts for
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stat.CO2021
Choice of Damping Coefficient in Langevin Dynamics
Robert D. Skeel, Carsten Hartmann
This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thor…
stat.CO2017★ 4 cited
Quasi-Reliable Estimates of Effective Sample Size
Youhan Fang, Yudong Cao, Robert D. Skeel
The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective…