65 citations · 82 across the 3 of their papers we have counts for
3 papers
Hamiltonian Monte Carlo Swindles
Dan Piponi, Matthew D. Hoffman, Pavel Sountsov
Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions…
tfp.mcmc: Modern Markov Chain Monte Carlo Tools Built for Modern Hardware
Junpeng Lao, Christopher Suter, Ian Langmore +7
Markov chain Monte Carlo (MCMC) is widely regarded as one of the most important algorithms of the 20th century. Its guarantees of asymptotic convergence, stability, and estimator-v…
NeuTra-lizing Bad Geometry in Hamiltonian Monte Carlo Using Neural Transport
Matthew Hoffman, Pavel Sountsov, Joshua V. Dillon +3
Hamiltonian Monte Carlo is a powerful algorithm for sampling from difficult-to-normalize posterior distributions. However, when the geometry of the posterior is unfavorable, it may…