Properties of the Affine Invariant Ensemble Sampler in high dimensions

MCMC using Hamiltonian dynamics

Original

Neal, R.M · 1901

Earlier work this paper cites.

Equation of state calculations by fast computing machines

Metropolis, N., Rosenbluth, A.W., Rosenbluth, M.N., Teller, A.H. & Teller, E · 1953

Earlier work this paper cites.

An automatic method for finding the greatest or least value of a function

Rosenbrock, H.H · 1960

Earlier work this paper cites.

Monte Carlo sampling methods using Markov chains and their applications

Hastings, W.K · 1970

Earlier work this paper cites.

Inference from iterative simulation using multiple sequences

Gelman, A. & Rubin, D · 1992

Earlier work this paper cites.

Effect of rounding errors on the variable metric method

Dixon, L.C.W. & Mills, D.J · 1994

Earlier work this paper cites.

General methods for monitoring convergence of iterative simulations

Brook, S. & Gelman, A · 1998

Cited alongside, same era.

Slice sampling

Neal, R.M · 2003

Cited alongside, same era.

Coda: convergence diagnosis and output analysis for mcmc

Plummer, Martyn; Best, N.C.K. & Vines, K · 2006

Cited alongside, same era.

Ensemble samplers with affine invariance

Goodman, J. & Weare, J · 2009

Cited alongside, same era.

Elliptical slice sampling

Murray, I., Adams, R.P. & MacKay, D.J · 2010

Cited alongside, same era.

Implementation and performance comparison of an ensemble sampler with affine invariance

Lampart, T · 2012

Later among the works it cites.

MCMC methods for functions: Modifying old algorithms to make them faster

Cotter, S.L., Roberts, G.O., Stuart, A.M. & White, D · 2013

Later among the works it cites.

Emcee: The MCMC hammer

Foreman-Mackey, D., Hogg, D.W., Lang, D. & Goodman, J · 2013

Later among the works it cites.

A nearby M star with three transiting super-Earths discovered by K2

Crossfield, I.J.M., Petigura, E., Schlieder, J.E., Howard, A.W., Fulton, B.J., Aller, K.M., Ciardi, D.R., Lépine, S., Barclay, T., de Pater, I., de Kleer, K., Quintana, E.V., Christiansen, J.L., Schlafly, E., Kaltenegger, L., Crepp, J.R., Henning, T., Obermeier, C., Deacon, N., Weiss, L.M., Isaacson, H.T., Hansen, B.M.S., Liu, M.C., Greene, T., Howell, S.B., Barman, T. & Mordasini, C · 2015

Closest in time.

Characterizing K2 planet discoveries: A super-Earth transiting the bright K dwarf HIP 116454

Vanderburg, A., Montet, B.T., Johnson, J.A., Buchhave, L.A., Zeng, L., Pepe, F., Cameron, A.C., Latham, D.W., Molinari, E., Udry, S., Lovis, C., Matthews, J.M., Cameron, C., Law, N., Bowler, B.P., Angus, R., Baranec, C., Bieryla, A., Boschin, W., Charbonneau, D., Cosentino, R., Dumusque, X., Figueira, P., Guenther, D.B., Harutyunyan, A., Hellier, C., Kuschnig, R., Lopez-Morales, M., Mayor, M., Micela, G., Moffat, A.F.J., Pedani, M., Phillips, D.F., Piotto, G., Pollacco, D., Queloz, D., Rice, K., Riddle, R., Rowe, J.F., Rucinski, S.M., Sasselov, D., Ségransan, D., Sozzetti, A., Szentgyorgyi, A., Watson, C. & Weiss, W.W · 2015