1 citations · 1 across the 13 of their papers we have counts for
Showing 2023Show all
2 papers · 1 filter
stat.CO2023★ 1 cited
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…
stat.CO2023
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…