Fetching the paper…
Reading the bibliography…
Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC).
Hybrid Monte Carlo
Duane, Simon, Kennedy, A. D., Pendleton, Brian J., and Roweth, Duncan · 1987
Earlier work this paper cites.
Mathematical Methods of Classical Mechanics
Arnold, Vladimir · 1989
Earlier work this paper cites.
Reversible Jump Markov Chain Monte Carlo Computation and Bayesian Model Determination
Green, Peter J · 1995
Earlier work this paper cites.
Bayesian Learning for Neural Networks , volume 118
Neal, Radford · 1996
Earlier work this paper cites.
Lifting markov chains to speed up mixing
Chen, Fang, Lovász, László, and Pak, Igor · 1999
Earlier work this paper cites.
Adaptive proposal distribution for random walk metropolis algorithm
Haario, Heikki, Saksman, Eero, and Tamminen, Johanna · 1999
Earlier work this paper cites.
Slice Sampling: Rejoinder, 2003
Neal, Radford M · 2003
Earlier work this paper cites.
Monte Carlo Statistical Methods , volume 95
Robert, Christian P and Casella, George · 2004
Earlier work this paper cites.
Integrating structured biological data by Kernel Maximum Mean Discrepancy
Borgwardt, Karsten M., Gretton, Arthur, Rasch, Malte J., Kriegel, Hans Peter, Scholkopf, Bernhard, and Smola, Alex J · 2006
Cited alongside, same era.
Geometric Numerical Integration
Hairer, Ernst, Hochbruck, Marlis, Iserles, Arieh, and Lubich, Christian · 2006
Cited alongside, same era.
Parameter estimation for differential equations: A generalized smoothing approach
Ramsay, J. O., Hooker, G., Campbell, D., and Cao, J · 2007
Cited alongside, same era.
Riemannian Manifold Hamiltonian Monte Carlo
Girolami, Mark, Calderhead, Ben, and Chin, Siu A · 2009
Cited alongside, same era.
Riemann manifold Langevin and Hamiltonian Monte Carlo methods
Girolami, Mark and Calderhead, Ben · 2011
Cited alongside, same era.
MCMC using Hamiltonian Dynamics
Neal, Radford M · 2011
Cited alongside, same era.
Hamiltonian Monte Carlo Without Detailed Balance
Sohl-Dickstein, J, Mudigonda, Mayur, and DeWeese, M · 2014
Later among the works it cites.
Semi-separable Hamiltonian Monte Carlo for Inference in Bayesian Hierarchical Models
Zhang, Yichuan and Sutton, Charles · 2014
Later among the works it cites.
Hamiltonian Monte Carlo for Hierarchical Models
Betancourt, Michael and Girolami, Mark · 2015
Later among the works it cites.
A Complete Recipe for Stochastic Gradient MCMC
Ma, Yi-an, Chen, Tianqi, and Fox, Emily B · 2015
Later among the works it cites.
Irreversible Langevin Samplers and Variance Reduction: a Large Deviations Approach
Rey-Bellet, Luc and Spiliopoulos, Konstantinos · 2015
Later among the works it cites.
Journal of Statistical Software Stan : A Probabilistic Programming Language
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
The No-U-Turn sampler: Adaptively setting path lengths in Hamiltonian Monte Carlo
Hoffman, Matt and Gelman, Andrew · 2014
Cited alongside, same era.
Carpenter, Bob, Gelman, Andrew, Hoffman, Matt, Lee, Daniel, Goodrich, Ben, Betancourt, Michael, Brubaker, Marcus A, Li, Peter, and Riddell, Allen · 2016
Closest in time.
A Conceptual Introduction to Hamiltonian Monte Carlo
Betancourt, Michael · 2017
Closest in time.