11 citations · 25 across the 8 of their papers we have counts for
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stat.CO2020★ 11 cited
A general perspective on the Metropolis-Hastings kernel
Christophe Andrieu, Anthony Lee, Sam Livingstone
Since its inception the Metropolis-Hastings kernel has been applied in sophisticated ways to address ever more challenging and diverse sampling problems. Its success stems from the…
stat.CO2020
A fresh take on 'Barker dynamics' for MCMC
Max Hird, Samuel Livingstone, Giacomo Zanella
We study a recently introduced gradient-based Markov chain Monte Carlo method based on 'Barker dynamics'. We provide a full derivation of the method from first principles, placing…