104 citations · 532 across the 11 of their papers we have counts for
4 papers · 1 filter
Distributions.jl: Definition and Modeling of Probability Distributions in the JuliaStats Ecosystem
Mathieu Besançon, Theodore Papamarkou, David Anthoff +4
Random variables and their distributions are a central part in many areas of statistical methods. The Distributions.jl package provides Julia users and developers tools for working…
On the Geometric Ergodicity of Hamiltonian Monte Carlo
Samuel Livingstone, Michael Betancourt, Simon Byrne +1
We establish general conditions under which Markov chains produced by the Hamiltonian Monte Carlo method will and will not be geometrically ergodic. We consider implementations wit…
Discussion of "Geodesic Monte Carlo on Embedded Manifolds"
Simon Byrne, Mark Girolami, Persi Diaconis +9
Contributed discussion and rejoinder to "Geodesic Monte Carlo on Embedded Manifolds" (arXiv:1301.6064)
Geodesic Monte Carlo on Embedded Manifolds
Simon Byrne, Mark Girolami
Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions acros…