most citedIncorporating Local Step-Size Adaptivity into the No-U-Turn Sampler using Gibbs Self Tuning

2 citations · 4 across the 3 of their papers we have counts for

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3 papers

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…

math.PR2022★ 1 cited

Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration

Nawaf Bou-Rabee, Milo Marsden

A randomized time integrator is suggested for unadjusted Hamiltonian Monte Carlo (uHMC) which involves a very minor modification to the usual Verlet time integrator, and hence, is…