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08/18/2023
Accelerated Bayesian imaging by relaxed proximal-point Langevin sampling
This paper presents a new accelerated proximal Markov chain Monte Carlo ...
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07/05/2023
Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo
Hamiltonian Monte Carlo (HMC) is a powerful tool for Bayesian statistica...
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05/15/2023
On the connections between optimization algorithms, Lyapunov functions, and differential equations: theory and insights
We study connections between differential equations and optimization alg...
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10/13/2022
A New Optimality Property of Strang's Splitting
For systems of the form q̇ = M^-1 p, ṗ = -Aq+f(q), common in many applic...
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07/15/2022
Split Hamiltonian Monte Carlo revisited
We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the H...
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07/10/2018
Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods
Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind...
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11/14/2017
