344 citations · 885 across the 35 of their papers we have counts for
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stat.CO2017
Hessian corrections to Hybrid Monte Carlo
Thomas House
A method for the introduction of second-order derivatives of the log likelihood into HMC algorithms is introduced, which does not require the Hessian to be evaluated at each leapfr…
stat.CO2015★ 1 cited
Hessian corrections to the Metropolis Adjusted Langevin Algorithm
Thomas House
A natural method for the introduction of second-order derivatives of the log likelihood into MCMC algorithms is introduced, based on Taylor expansion of the Langevin equation follo…