104 citations · 532 across the 11 of their papers we have counts for
Showing 2014 · stat.MEShow all
2 papers · 2 filters
stat.ME2014★ 51 cited
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…
stat.ME2014★ 33 cited
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…