104 citations · 324 across the 15 of their papers we have counts for
Showing 2014Show all
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stat.ME2014★ 33 cited
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…
stat.CO2014★ 39 cited
Information-geometric Markov Chain Monte Carlo methods using Diffusions
Samuel Livingstone, Mark Girolami
Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond S…