Truncated log-concave sampling for convex bodies with reflective Hamiltonian Monte Carlo
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Cites work
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- A SIMPLICIAL POLYTOPE THAT MAXIMIZES THE ISOTROPIC CONSTANT MUST BE A SIMPLEX
- A cubic algorithm for computing Gaussian volume
- A fast and well-conditioned spectral method
- A general metric for Riemannian manifold Hamiltonian Monte Carlo
- A practical volume algorithm
- A random polynomial-time algorithm for approximating the volume of convex bodies
- A randomized cutting plane method with probabilistic geometric convergence
- Adaptive Rejection Sampling for Gibbs Sampling
- Algorithms for convex optimization
- Blocking Conductance and Mixing in Random Walks
- Bypassing KLS: Gaussian cooling and an \(O^\ast(n^3)\) volume algorithm
- Convergence rate of Riemannian Hamiltonian Monte Carlo and faster polytope volume computation
- Dynamical systems with elastic reflections
- Equation of state calculations by fast computing machines
- Expansion of the global error for numerical schemes solving stochastic differential equations
- Fast mixing of Metropolized Hamiltonian Monte Carlo: benefits of multi-step gradients
- Geometric integrators and the Hamiltonian Monte Carlo method
- Group truncated ordinal regression
- Hamiltonian Monte Carlo with energy conserving subsampling
- High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
- Hit-and-Run from a Corner
- Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity
- Improved polytope volume calculations based on Hamiltonian Monte Carlo with boundary reflections and sweet arithmetics
- Inference from iterative simulation using multiple sequences
- Log-concave sampling: Metropolis-Hastings algorithms are fast
- MCMC using Hamiltonian dynamics
- Markov Chains and Stochastic Stability
- Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
- Monte Carlo sampling methods using Markov chains and their applications
- On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
- On the mixing time of coordinate Hit-and-Run
- Practical polytope volume approximation
- Proximal Markov chain Monte Carlo algorithms
- Random sampling: billiard walk algorithm
- Random walks in a convex body and an improved volume algorithm
- Recycling intermediate steps to improve Hamiltonian Monte Carlo
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Sampling from a log-concave distribution with projected Langevin Monte Carlo
- Sampling the feasible sets of SDPs and volume approximation
- Simulated Annealing for Convex Optimization
- Slice sampling. (With discussions and rejoinder)
- Some properties of the Hessian of the logarithmic barrier function
- Systems biology. Constraint-based reconstruction and analysis
- Theoretical Numerical Analysis
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