Nawaf Bou-Rabee

activity

20072026

most citedStochastic Variational Integrators

126 citations · 826 across the 40 of their papers we have counts for

collaborators

Showing 2025Show all

3 papers · 1 filter

math.PR2025

Decoupling for Markov Chains

Nawaf Bou-Rabee, Victor H. de la Peña

Consider a Markov chain $(X_{i})_{i \geq 0}$ with invariant measure $μ$ that admits the representation $X_{i + 1} = Φ (X_{i}, U_{i})$ , where $(U_{i})_{i \geq 0}$ are i.i.d. random variables and $Φ$ is…

stat.CO2025

The Within-Orbit Adaptive Leapfrog No-U-Turn Sampler

Nawaf Bou-Rabee, Bob Carpenter, Tore Selland Kleppe +1

Locally adapting parameters within Markov chain Monte Carlo methods while preserving reversibility is notoriously difficult. The success of the No-U-Turn Sampler (NUTS) largely ste…

math.ST2025

The No-Underrun Sampler: A Locally-Adaptive, Gradient-Free MCMC Method

Nawaf Bou-Rabee, Bob Carpenter, Sifan Liu +1

In this work, we introduce the No-Underrun Sampler (NURS), a locally-adaptive, gradient-free Markov chain Monte Carlo method that blends ideas from Hit-and-Run and the No-U-Turn Sa…