2 papers
stat.CO2025
Proximal Hamiltonian Monte Carlo
Apratim Shukla, Dootika Vats, Eric C. Chi
Bayesian formulation of modern day signal processing problems has called for improved Markov chain Monte Carlo (MCMC) sampling algorithms for inference. The need for efficient samp…
stat.CO2025
MCMC Importance Sampling via Moreau-Yosida Envelopes
Apratim Shukla, Dootika Vats, Eric C. Chi
Non-differentiable priors are standard in modern parsimonious Bayesian models. Lack of differentiability, however, precludes gradient-based Markov chain Monte Carlo (MCMC) for post…