4 citations · 4 across the 2 of their papers we have counts for
2 papers
stat.CO2021
Hamiltonian Monte Carlo in Inverse Problems; Ill-Conditioning and Multi-Modality
Ian Langmore, Michael Dikovsky, Scott Geraedts +2
The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Mo…
stat.CO2019★ 4 cited
A Condition Number for Hamiltonian Monte Carlo
Ian Langmore, Michael Dikovsky, Scott Geraedts +2
Hamiltonian Monte Carlo is a popular sampling technique for smooth target densities. The scale lengths of the target have long been known to influence integration error and samplin…