18 citations · 35 across the 11 of their papers we have counts for
4 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…
Sub-Cauchy Sampling: Escaping the Dark Side of the Moon
Sebastiano Grazzi, Sifan Liu, Gareth O. Roberts +1
We introduce a Markov chain Monte Carlo algorithm based on Sub-Cauchy Projection, a geometric transformation that generalizes stereographic projection by mapping Euclidean space in…
On randomized step sizes in Metropolis-Hastings algorithms
Sebastiano Grazzi, Samuel Livingstone, Lionel Riou-Durand
The performance of Metropolis-Hastings algorithms is highly sensitive to the choice of step size, and miss-specification can lead to severe loss of efficiency. We study algorithms…