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

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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…