54k citations · 60.1k across the 24 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2016★ 13 cited
Irreversible Samplers from Jump and Continuous Markov Processes
Yi-An Ma, Emily B. Fox, Tianqi Chen +1
In this paper, we propose irreversible versions of the Metropolis Hastings (MH) and Metropolis adjusted Langevin algorithm (MALA) with a main focus on the latter. For the former, w…
stat.ME2014★ 469 cited
Stochastic Gradient Hamiltonian Monte Carlo
Tianqi Chen, Emily B. Fox, Carlos Guestrin
Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling mo…