18 citations · 35 across the 11 of their papers we have counts for
3 papers · 1 filter
Hamiltonian dynamics for sampling on discrete spaces
Raphaël Barboni, Sebastiano Grazzi, Giacomo Zanella
We develop a general class of non-reversible Hamiltonian Monte Carlo dynamics on discrete state spaces. The method augments the discrete state with a continuous momentum variable a…
On micromodes in Bayesian posterior distributions and their implications for MCMC
Sanket Agrawal, Sebastiano Grazzi, Gareth O. Roberts
We investigate the existence and severity of local modes in posterior distributions from Bayesian analyses. These are known to occur in posterior tails resulting from heavy-tailed…
A piecewise deterministic Monte Carlo method for diffusion bridges
Joris Bierkens, Sebastiano Grazzi, Frank van der Meulen +1
We introduce the use of the Zig-Zag sampler to the problem of sampling conditional diffusion processes (diffusion bridges). The Zig-Zag sampler is a rejection-free sampling scheme…