88 citations · 487 across the 78 of their papers we have counts for
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stat.CO2017★ 41 cited
On the convergence of Hamiltonian Monte Carlo
Alain Durmus, Eric Moulines, Eero Saksman
This paper discusses the irreducibility and geometric ergodicity of the Hamiltonian Monte Carlo (HMC) algorithm. We consider cases where the number of steps of the symplectic integ…
stat.CO2017
Forward Event-Chain Monte Carlo: Fast sampling by randomness control in irreversible Markov chains
Manon Michel, Alain Durmus, Stéphane Sénécal
Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC),…