104 citations · 324 across the 15 of their papers we have counts for
3 papers · 1 filter
Adaptive MCMC for Bayesian variable selection in generalised linear models and survival models
Xitong Liang, Samuel Livingstone, Jim Griffin
Developing an efficient computational scheme for high-dimensional Bayesian variable selection in generalised linear models and survival models has always been a challenging problem…
The Geometric Foundations of Hamiltonian Monte Carlo
M. J. Betancourt, Simon Byrne, Samuel Livingstone +1
Although Hamiltonian Monte Carlo has proven an empirical success, the lack of a rigorous theoretical understanding of the algorithm has in many ways impeded both principled develop…
Langevin diffusions and the Metropolis-adjusted Langevin algorithm
Tatiana Xifara, Chris Sherlock, Samuel Livingstone +2
We provide a clarification of the description of Langevin diffusions on Riemannian manifolds and of the measure underlying the invariant density. As a result we propose a new posit…