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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★ 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…