2 citations · 2 across the 3 of their papers we have counts for
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stat.CO2021
On Irreversible Metropolis Sampling Related to Langevin Dynamics
Zexi Song, Zhiqiang Tan
There has been considerable interest in designing Markov chain Monte Carlo algorithms by exploiting numerical methods for Langevin dynamics, which includes Hamiltonian dynamics as…
stat.CO2020★ 2 cited
Hamiltonian Assisted Metropolis Sampling
Zexi Song, Zhiqiang Tan
Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-…