papers
Publications (7)
math.PR2019
Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario
Christophe Andrieu, Samuel Livingstone
stat.CO2018
Kinetic energy choice in Hamiltonian/hybrid Monte Carlo
Samuel Livingstone, Michael F. Faulkner, Gareth O. Roberts
stat.ME2013
Langevin diffusions and the Metropolis-adjusted Langevin algorithm
Tatiana Xifara, Chris Sherlock, Samuel Livingstone +2
stat.ME2014
The Geometric Foundations of Hamiltonian Monte Carlo
M. J. Betancourt, Simon Byrne, Samuel Livingstone +1
stat.CO2018
On the Geometric Ergodicity of Hamiltonian Monte Carlo
Samuel Livingstone, Michael Betancourt, Simon Byrne +1
stat.ML2015
Gradient-free Hamiltonian Monte Carlo with Efficient Kernel Exponential Families
Heiko Strathmann, Dino Sejdinovic, Samuel Livingstone +2
stat.CO2014
Information-geometric Markov Chain Monte Carlo methods using Diffusions
Samuel Livingstone, Mark Girolami