2 papers
stat.CO2025
The Within-Orbit Adaptive Leapfrog No-U-Turn Sampler
Nawaf Bou-Rabee, Bob Carpenter, Tore Selland Kleppe +1
Locally adapting parameters within Markov chain Monte Carlo methods while preserving reversibility is notoriously difficult. The success of the No-U-Turn Sampler (NUTS) largely ste…
math.ST2025
The No-Underrun Sampler: A Locally-Adaptive, Gradient-Free MCMC Method
Nawaf Bou-Rabee, Bob Carpenter, Sifan Liu +1
In this work, we introduce the No-Underrun Sampler (NURS), a locally-adaptive, gradient-free Markov chain Monte Carlo method that blends ideas from Hit-and-Run and the No-U-Turn Sa…