16 citations · 29 across the 6 of their papers we have counts for
Showing 2022 · stat.COShow all
2 papers · 2 filters
stat.CO2022★ 3 cited
Adaptive Tuning for Metropolis Adjusted Langevin Trajectories
Lionel Riou-Durand, Pavel Sountsov, Jure Vogrinc +2
Hamiltonian Monte Carlo (HMC) is a widely used sampler for continuous probability distributions. In many cases, the underlying Hamiltonian dynamics exhibit a phenomenon of resonanc…
stat.CO2022★ 3 cited
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo
Lionel Riou-Durand, Jure Vogrinc
We introduce MALT: a new Metropolis adjusted sampler built upon the (kinetic) Langevin diffusion. Compared to Generalized Hamiltonian Monte Carlo (GHMC), the Metropolis correction…