2 papers
stat.CO2026
Adaptive Riemannian Manifold Hamiltonian Monte Carlo with Hierarchical Metric
Miika Kailas, Matti Vihola, Jonas Wallin
Hamiltonian Monte Carlo (HMC) and its dynamic extensions, such as the No-U-Turn Sampler (NUTS), are powerful Markov chain Monte Carlo methods for sampling from complex, high-dimens…
stat.CO2023
On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers
Alain Durmus, Samuel Gruffaz, Miika Kailas +2
There is substantial empirical evidence about the success of dynamic implementations of Hamiltonian Monte Carlo (HMC), such as the No U-Turn Sampler (NUTS), in many challenging inf…