research
∙
10/21/2022
Adaptive Tuning for Metropolis Adjusted Langevin Trajectories
Hamiltonian Monte Carlo (HMC) is a widely used sampler for continuous pr...
share
research
∙
02/26/2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo
Hamiltonian Monte Carlo (HMC) is a widely used sampler, known for its ef...
research
∙
01/04/2022
Optimal design of the Barker proposal and other locally-balanced Metropolis-Hastings algorithms
We study the class of first-order locally-balanced Metropolis–Hastings a...
research
∙
10/21/2019
Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities
For sufficiently smooth targets of product form it is known that the var...
research
∙
05/23/2019
The Skipping Sampler: A new approach to sample from complex conditional densities
We introduce the Skipping Sampler, a novel algorithm to efficiently samp...
research
∙
03/22/2018
