Category: Hamiltonian Monte Carlo

revised empirical HMC

Following the informed and helpful comments from Matt Graham and Bob Carpenter on our eHMC paper [arXival] last month, we produced a revised and re-arXived version of the paper based on new experiments ran by Changye Wu and Julien Stoehr. Here are some quick replies to these comments, reproduced for convenience. (Warning: this is a […]

revised empirical HMC

Following the informed and helpful comments from Matt Graham and Bob Carpenter on our eHMC paper [arXival] last month, we produced a revised and re-arXived version of the paper based on new experiments ran by Changye Wu and Julien Stoehr. Here are some quick replies to these comments, reproduced for convenience. (Warning: this is a […]

scalable Metropolis-Hastings

Among the flury of arXived papers of last week (414!), including a fair chunk of papers submitted to ICML 2019, I spotted one entry by Cornish et al. on scalable Metropolis-Hastings, which Arnaud Doucet had mentioned to me yesterday when in Oxford. The paper builds on the delayed acceptance paper we wrote with Marco Banterlé, […]