4 citations · 5 across the 9 of their papers we have counts for
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math.NA2020
Symmetrically processed splitting integrators for enhanced Hamiltonian Monte Carlo sampling
S. Blanes, M. P. Calvo, F. Casas +1
We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver…
math.NA2020
The connections between Lyapunov functions for some optimization algorithms and differential equations
J. M. Sanz-Serna, Konstantinos C. Zygalakis
In this manuscript, we study the properties of a family of second-order differential equations with damping, its discretizations and their connections with accelerated optimization…
stat.CO2020
Is the NUTS algorithm correct?
J. M. Sanz-Serna
This paper is devoted to investigate whether the popular No U-turn (NUTS) sampling algorithm is correct, i.e.\ whether the target probability distribution is \emph{exactly} conserv…