155 citations · 955 across the 56 of their papers we have counts for
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math.PR2013★ 2 cited
Finite Sample Properties of Adaptive Markov Chains via Curvature
Natesh S. Pillai, Aaron Smith
Adaptive Markov chains are an important class of Monte Carlo methods for sampling from probability distributions. The time evolution of adaptive algorithms depends on past samples,…
math.PR2013★ 3 cited
A Function Space HMC Algorithm With Second Order Langevin Diffusion Limit
Michela Ottobre, Natesh S. Pillai, Frank J. Pinski +1
We describe a new MCMC method optimized for the sampling of probability measures on Hilbert space which have a density with respect to a Gaussian; such measures arise in the Bayesi…