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20172021
most citedSampling from high-dimensional, multimodal distributions using automatically tuned, tempered Hamiltonian Monte Carlo

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stat.CO2021★ 1 cited

Sampling from high-dimensional, multimodal distributions using automatically tuned, tempered Hamiltonian Monte Carlo

Joonha Park

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scalin…

stat.CO2019

Markov chain Monte Carlo algorithms with sequential proposals

Joonha Park, Yves F. Atchadé

We explore a general framework in Markov chain Monte Carlo (MCMC) sampling where sequential proposals are tried as a candidate for the next state of the Markov chain. This sequenti…