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10/21/2022
Adaptive Tuning for Metropolis Adjusted Langevin Trajectories
Hamiltonian Monte Carlo (HMC) is a widely used sampler for continuous pr...
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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...
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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...
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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...
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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...
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03/22/2018