6 citations · 11 across the 6 of their papers we have counts for
3 papers · 2 filters
autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm
Miguel Biron-Lattes, Nikola Surjanovic, Saifuddin Syed +2
Selecting the step size for the Metropolis-adjusted Langevin algorithm (MALA) is necessary in order to obtain satisfactory performance. However, finding an adequate step size for a…
Automatic Regenerative Simulation via Non-Reversible Simulated Tempering
Miguel Biron-Lattes, Trevor Campbell, Alexandre Bouchard-Côté
Simulated Tempering (ST) is an MCMC algorithm for complex target distributions that operates on a path between the target and a more amenable reference distribution. Crucially, if…
Pigeons.jl: Distributed Sampling From Intractable Distributions
Nikola Surjanovic, Miguel Biron-Lattes, Paul Tiede +3
We introduce a software package, Pigeons.jl, that provides a way to leverage distributed computation to obtain samples from complicated probability distributions, such as multimoda…