Showing stat.COShow all
2 papers · 1 filter
stat.CO2026
Sampling From Multiscale Densities With Delayed Rejection Generalized Hamiltonian Monte Carlo
Gilad Turok, Chirag Modi, Bob Carpenter
Hamiltonian Monte Carlo (HMC) is the mainstay of applied Bayesian inference for differentiable models. However, HMC still struggles to sample from hierarchical models that induce d…
stat.CO2024
ATLAS: Adapting Trajectory Lengths and Step-Size for Hamiltonian Monte Carlo
Chirag Modi
Hamiltonian Monte-Carlo (HMC) and its auto-tuned variant, the No U-Turn Sampler (NUTS) can struggle to accurately sample distributions with complex geometries, e.g., varying curvat…