341 citations · 852 across the 28 of their papers we have counts for
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stat.CO2012★ 34 cited
Lagrangian Dynamical Monte Carlo
Shiwei Lan, Vassilios Stathopoulos, Babak Shahbaba +1
Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improv…
stat.CO2012★ 1 cited
Split HMC for Gaussian Process Models
Shiwei Lan, Babak Shahbaba
In this paper, we discuss an extension of the Split Hamiltonian Monte Carlo (Split HMC) method for Gaussian process model (GPM). This method is based on splitting the Hamiltonian i…