51 citations · 98 across the 9 of their papers we have counts for
3 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…
The Controlled Thermodynamic Integral for Bayesian Model Comparison
Chris J. Oates, Theodore Papamarkou, Mark Girolami
Bayesian model comparison relies upon the model evidence, yet for many models of interest the model evidence is unavailable in closed form and must be approximated. Many of the est…