104 citations · 532 across the 11 of their papers we have counts for
4 papers · 1 filter
Optimizing The Integrator Step Size for Hamiltonian Monte Carlo
M. J. Betancourt, Simon Byrne, Mark Girolami
Hamiltonian Monte Carlo can provide powerful inference in complex statistical problems, but ultimately its performance is sensitive to various tuning parameters. In this paper we u…
The Geometric Foundations of Hamiltonian Monte Carlo
M. J. Betancourt, Simon Byrne, Samuel Livingstone +1
Although Hamiltonian Monte Carlo has proven an empirical success, the lack of a rigorous theoretical understanding of the algorithm has in many ways impeded both principled develop…
Langevin diffusions and the Metropolis-adjusted Langevin algorithm
Tatiana Xifara, Chris Sherlock, Samuel Livingstone +2
We provide a clarification of the description of Langevin diffusions on Riemannian manifolds and of the measure underlying the invariant density. As a result we propose a new posit…
Retrospective-prospective symmetry in the likelihood and Bayesian analysis of case-control studies
Simon P. J. Byrne, A. Philip Dawid
Prentice & Pyke (1979) established that the maximum likelihood estimate of an odds-ratio in a case-control study is the same as would be found by running a logistic regression: in…