2 citations · 3 across the 5 of their papers we have counts for
Showing 2024Show all
2 papers · 1 filter
stat.ME2024★ 2 cited
Incorporating Local Step-Size Adaptivity into the No-U-Turn Sampler using Gibbs Self Tuning
Nawaf Bou-Rabee, Bob Carpenter, Tore Selland Kleppe +1
Adapting the step size locally in the no-U-turn sampler (NUTS) is challenging because the step-size and path-length tuning parameters are interdependent. The determination of an op…
stat.CO2024★ 1 cited
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo
Nawaf Bou-Rabee, Bob Carpenter, Milo Marsden
We introduce a novel and flexible framework for constructing locally adaptive Hamiltonian Monte Carlo (HMC) samplers by Gibbs sampling the algorithm's tuning parameters conditional…