most citedFaster Hamiltonian Monte Carlo by Learning Leapfrog Scale: a self-calibrated randomized solution

13 citations · 13 across the 1 of their papers we have counts for

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stat.CO2026★ 13 cited

Faster Hamiltonian Monte Carlo by Learning Leapfrog Scale: a self-calibrated randomized solution

Changye Wu, Pierre Pudlo, Christian P. Robert +1

We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach rel…