408 citations · 790 across the 12 of their papers we have counts for
Showing 2019 · stat.COShow all
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stat.CO2019★ 4 cited
A Condition Number for Hamiltonian Monte Carlo
Ian Langmore, Michael Dikovsky, Scott Geraedts +2
Hamiltonian Monte Carlo is a popular sampling technique for smooth target densities. The scale lengths of the target have long been known to influence integration error and samplin…
stat.CO2019★ 65 cited
NeuTra-lizing Bad Geometry in Hamiltonian Monte Carlo Using Neural Transport
Matthew Hoffman, Pavel Sountsov, Joshua V. Dillon +3
Hamiltonian Monte Carlo is a powerful algorithm for sampling from difficult-to-normalize posterior distributions. However, when the geometry of the posterior is unfavorable, it may…