Fetching the paper…
Reading the bibliography…
We report on what seems to be an intriguing connection between variable integration time and partial velocity refreshment of Ideal Hamiltonian Monte Carlo samplers, both of which can be used for reducing the dissipative behavior of the dynamics.
Hybrid monte carlo
Simon Duane, Anthony D Kennedy, Brian J Pendleton, and Duncan Roweth · 1987
Earlier work this paper cites.
A generalized guided Monte Carlo algorithm
Alan M Horowitz · 1991
Earlier work this paper cites.
Simulating Hamiltonian Dynamics
Benedict Leimkuhler and Sebastian Reich · 2004
Earlier work this paper cites.
MCMC using Hamiltonian dynamics
Radford M Neal et al · 2011
Earlier work this paper cites.
The No-U-Turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
Matthew D Hoffman, Andrew Gelman, et al · 2014
Earlier work this paper cites.
Randomized Hamiltonian Monte Carlo
Nawaf Bou-Rabee and Jesús María Sanz-Serna · 2017
Earlier work this paper cites.
Stan: A probabilistic programming language
Bob Carpenter, Andrew Gelman, Matthew D Hoffman, Daniel Lee, Ben Goodrich, Michael Betancourt, Marcus A Brubaker, Jiqiang Guo, Peter Li, and Allen Riddell · 2017
Cited alongside, same era.
On sampling from a log-concave density using kinetic Langevin diffusions
Arnak S Dalalyan and Lionel Riou-Durand · 2020
Cited alongside, same era.
On explicit L2-convergence rate estimate for piecewise deterministic Markov processes
Jianfeng Lu and Lihan Wang · 2020
Cited alongside, same era.
Mixing time guarantees for Unadjusted Hamiltonian Monte Carlo
Nawaf Bou-Rabee and Andreas Eberle · 2021
Cited alongside, same era.
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
George Deligiannidis, Daniel Paulin, Alexandre Bouchard-Côté, and Arnaud Doucet · 2021
Cited alongside, same era.
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration
Nawaf Bou-Rabee and Milo Marsden · 2022
Closest in time.
Optimal Convergence Rate of Hamiltonian Monte Carlo for Strongly Logconcave Distributions
Zongchen Chen and Santosh S Vempala · 2022
Closest in time.
HMC and Langevin united in the unadjusted and convex case
Pierre Monmarché · 2022
Closest in time.
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo
Lionel Riou-Durand and Jure Vogrinc · 2022
Closest in time.
Accelerating Hamiltonian Monte Carlo via Chebyshev Integration Time
Jun-Kun Wang and Andre Wibisono · 2022
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Nisheeth K Vishnoi · 2021
Cited alongside, same era.
Closest in time.