3 citations · 3 across the 1 of their papers we have counts for
2 papers
stat.CO2022★ 3 cited
An importance sampling approach for reliable and efficient inference in Bayesian ordinary differential equation models
Juho Timonen, Nikolas Siccha, Ben Bales +2
Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approxi…
stat.CO2019
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…