1.8k citations · 3.8k across the 35 of their papers we have counts for
3 papers · 1 filter
Adaptive Hamiltonian and Riemann Manifold Monte Carlo Samplers
ziyu wang, Shakir Mohamed, Nando de Freitas
In this paper we address the widely-experienced difficulty in tuning Hamiltonian-based Monte Carlo samplers. We develop an algorithm that allows for the adaptation of Hamiltonian a…
Self-Avoiding Random Dynamics on Integer Complex Systems
Firas Hamze, Ziyu Wang, Nando de Freitas
This paper introduces a new specialized algorithm for equilibrium Monte Carlo sampling of binary-valued systems, which allows for large moves in the state space. This is achieved b…
Bayesian Optimization for Adaptive MCMC
Nimalan Mahendran, Ziyu Wang, Firas Hamze +1
This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off explorat…