most citedBayesian Inference over the Stiefel Manifold via the Givens Representation

7 citations · 12 across the 3 of their papers we have counts for

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stat.CO2019★ 2 cited

Implicit Hamiltonian Monte Carlo for Sampling Multiscale Distributions

Arya A. Pourzanjani, Linda R. Petzold

Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other M…

stat.CO2019★ 3 cited

Selecting the Metric in Hamiltonian Monte Carlo

Ben Bales, Arya Pourzanjani, Aki Vehtari +1

We present a selection criterion for the Euclidean metric adapted during warmup in a Hamiltonian Monte Carlo sampler that makes it possible for a sampler to automatically pick the…