924 citations · 1.8k across the 26 of their papers we have counts for
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tfp.mcmc: Modern Markov Chain Monte Carlo Tools Built for Modern Hardware
Junpeng Lao, Christopher Suter, Ian Langmore +7
Markov chain Monte Carlo (MCMC) is widely regarded as one of the most important algorithms of the 20th century. Its guarantees of asymptotic convergence, stability, and estimator-v…
NeuTra-lizing Bad Geometry in Hamiltonian Monte Carlo Using Neural Transport
Matthew Hoffman, Pavel Sountsov, Joshua V. Dillon +3
Hamiltonian Monte Carlo is a powerful algorithm for sampling from difficult-to-normalize posterior distributions. However, when the geometry of the posterior is unfavorable, it may…
Quadrature Compound: An approximating family of distributions
Josh Dillon, Ian Langmore
Compound distributions allow construction of a rich set of distributions. Typically they involve an intractable integral. Here we use a quadrature approximation to that integral to…