most citedNon-Canonical Hamiltonian Monte Carlo

7 citations · 12 across the 2 of their papers we have counts for

collaborators

5 papers

stat.CO20215 cited

Adaptation of the Independent Metropolis-Hastings Sampler with Normalizing Flow Proposals

James A. Brofos, Marylou Gabrié, Marcus A. Brubaker +1

Markov Chain Monte Carlo (MCMC) methods are a powerful tool for computation with complex probability distributions. However the performance of such methods is critically dependant…

stat.ML2021

Manifold Density Estimation via Generalized Dequantization

James A. Brofos, Marcus A. Brubaker, Roy R. Lederman

Density estimation is an important technique for characterizing distributions given observations. Much existing research on density estimation has focused on cases wherein the data…

stat.CO2021

Evaluating the Implicit Midpoint Integrator for Riemannian Manifold Hamiltonian Monte Carlo

James A. Brofos, Roy R. Lederman

Riemannian manifold Hamiltonian Monte Carlo is traditionally carried out using the generalized leapfrog integrator. However, this integrator is not the only choice and other integr…

stat.ML2020

Magnetic Manifold Hamiltonian Monte Carlo

James A. Brofos, Roy R. Lederman

Markov chain Monte Carlo (MCMC) algorithms offer various strategies for sampling; the Hamiltonian Monte Carlo (HMC) family of samplers are MCMC algorithms which often exhibit impro…

stat.ML20207 cited

Non-Canonical Hamiltonian Monte Carlo

James A. Brofos, Roy R. Lederman

Hamiltonian Monte Carlo is typically based on the assumption of an underlying canonical symplectic structure. Numerical integrators designed for the canonical structure are incompa…