Noisy Hamiltonian Monte Carlo for Doubly Intractable Distributions

Cites Work

The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
Exponential convergence of Langevin distributions and their discrete approximations
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The pseudo-marginal approach for efficient Monte Carlo computations
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Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
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Hidden Markov Models and Disease Mapping
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A Theorem about Random Fields
Optimal tuning of the hybrid Monte Carlo algorithm
On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
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Recursive computing and simulation-free inference for general factorizable models
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Cited In (2)

On the normalized power prior
Efficient MCMC for Gibbs random fields using pre-computation

Uses Software

Stan
Cubature
Bergm
NUTS

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