98 citations · 196 across the 32 of their papers we have counts for
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Entropy-based adaptive Hamiltonian Monte Carlo
Marcel Hirt, Michalis K. Titsias, Petros Dellaportas
Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used…
Control Variates for Reversible MCMC Samplers
Petros Dellaportas, Ioannis Kontoyiannis
A general methodology is introduced for the construction and effective application of control variates to estimation problems involving data from reversible MCMC samplers. We propo…
Notes on Using Control Variates for Estimation with Reversible MCMC Samplers
Ioannis Kontoyiannis, Petros Dellaportas
A general methodology is presented for the construction and effective use of control variates for reversible MCMC samplers. The values of the coefficients of the optimal linear com…