Samuel Livingstone

activity

20132026

most citedOn the Geometric Ergodicity of Hamiltonian Monte Carlo

104 citations · 324 across the 15 of their papers we have counts for

collaborators

Showing 2015Show all

2 papers · 1 filter

stat.CO2015

Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance

Samuel Livingstone

We consider a Metropolis--Hastings method with proposal $N (x, h G (x)^{- 1})$ , where $x$ is the current state, and study its ergodicity properties. We show that suitable cho…

stat.ML2015★ 29 cited

Gradient-free Hamiltonian Monte Carlo with Efficient Kernel Exponential Families

Heiko Strathmann, Dino Sejdinovic, Samuel Livingstone +2

We propose Kernel Hamiltonian Monte Carlo (KMC), a gradient-free adaptive MCMC algorithm based on Hamiltonian Monte Carlo (HMC). On target densities where classical HMC is not an o…