65 citations · 97 across the 12 of their papers we have counts for
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stat.ME2021★ 1 cited
Nested : Assessing the convergence of Markov chain Monte Carlo when running many short chains
Charles C. Margossian, Matthew D. Hoffman, Pavel Sountsov +3
Recent developments in parallel Markov chain Monte Carlo (MCMC) algorithms allow us to run thousands of chains almost as quickly as a single chain, using hardware accelerators such…
stat.CO2021★ 2 cited
Focusing on Difficult Directions for Learning HMC Trajectory Lengths
Pavel Sountsov, Matt D. Hoffman
Hamiltonian Monte Carlo (HMC) is a premier Markov Chain Monte Carlo (MCMC) algorithm for continuous target distributions. Its full potential can only be unleashed when its problem-…