44 citations · 117 across the 31 of their papers we have counts for
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stat.CO2026
Delocalization of bias in unadjusted Hamiltonian Monte Carlo and underdamped Langevin
Yifan Chen, Xiaoou Cheng, Jonathan Niles-Weed +1
Unadjusted samplers such as unadjusted Hamiltonian Monte Carlo and underdamped Langevin are well-known to be biased. Metropolis--Hastings adjustment has been conventionally incorpo…
stat.CO2025
Rotated Mean-Field Variational Inference and Iterative Gaussianization
Yifan Chen, Sifan Liu
We propose an iterative Gaussianization method for sampling from unnormalized densities by repeatedly applying mean-field variational inference (MFVI) in rotated coordinate systems…
stat.CO2025
New affine invariant ensemble samplers and their dimensional scaling
Yifan Chen
We introduce new affine invariant ensemble Markov chain Monte Carlo (MCMC) samplers that are easy to construct and improve upon existing methods, especially for high-dimensional pr…