61 citations · 164 across the 17 of their papers we have counts for
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stat.CO2017
Unbiased Hamiltonian Monte Carlo with couplings
Jeremy Heng, Pierre E. Jacob
We propose a methodology to parallelize Hamiltonian Monte Carlo estimators. Our approach constructs a pair of Hamiltonian Monte Carlo chains that are coupled in such a way that the…
stat.CO2017★ 29 cited
Controlled Sequential Monte Carlo
Jeremy Heng, Adrian N. Bishop, George Deligiannidis +1
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing c…