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hmc_lecture.bib
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hmc_lecture.bib
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@article{beskos2013optimal-hmc,
author = "Beskos, Alexandros and Pillai, Natesh and Roberts, Gareth and Sanz-Serna, Jesus-Maria and Stuart, Andrew",
journal = "Bernoulli",
month = "11",
number = "5A",
pages = "1501--1534",
publisher = "Bernoulli Society for Mathematical Statistics and Probability",
title = "Optimal tuning of the hybrid {M}onte {C}arlo algorithm",
volume = "19",
year = "2013"
}
@article{betancourt2014hmc-stepsize,
title={Optimizing the integrator step size for {H}amiltonian {M}onte {C}arlo},
author={Betancourt, Michael and Byrne, Simon and Girolami, Mark},
journal={ar{X}iv:1411.6669},
year={2014},
}
@article{betancourt2017intro-hmc,
title = "A Conceptual Introduction to {H}amiltonian {M}onte {C}arlo",
author = "Michael Betancourt",
year = "2017",
journal = "ar{X}iv:1701.02434",
}
@article{bou2018geometric-integrator,
title={Geometric integrators and the {H}amiltonian {M}onte {C}arlo method},
author={Bou-Rabee, Nawaf and Sanz-Serna, Jes{\'u}s Mar{\'\i}a},
journal={Acta Numerica},
volume={27},
pages={113--206},
year={2018},
publisher={Cambridge University Press}
}
@inproceedings{dinh2017probabilistic-hmc,
title={Probabilistic path {H}amiltonian {M}onte {C}arlo},
author={Dinh, Vu and Bilge, Arman and Zhang, Cheng and Matsen IV, Frederick A},
booktitle={Proceedings of the 34th International Conference on Machine Learning},
volume={70},
pages={1009--1018},
year={2017},
}
@article{duane1987hmc,
title = "Hybrid {M}onte {C}arlo",
journal = "Physics Letters B ",
volume = "195",
number = "2",
pages = "216--222",
year = "1987",
author = "Simon Duane and A. D. Kennedy and Brian J. Pendleton and Duncan Roweth",
}
@article{fang2014compressible-hmc,
author = "Fang, Youhan and Sanz-Serna, Jes\'{u}s M. and Skeel, Robert D.",
title = "Compressible generalized hybrid {M}onte {C}arlo",
journal = "The Journal of Chemical Physics",
year = "2014",
volume = "140",
number = "17",
pages = "174108",
}
@article{girolami2011rmhmc,
author = {Girolami, Mark and Calderhead, Ben},
title = {Riemann manifold {L}angevin and {H}amiltonian {M}onte {C}arlo methods},
journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
volume = {73},
number = {2},
pages = {123--214},
keywords = {Bayesian inference, Geometry in statistics, Hamiltonian Monte Carlo methods, Langevin diffusion, Markov chain Monte Carlo methods, Riemann manifolds},
year = {2011},
}
@article{gram2018dhmc-for-probabilistic-programs,
title={Discontinuous {H}amiltonian {M}onte {C}arlo for Probabilistic Programs},
author={Gram-Hansen, Bradley and Zhou, Yuan and Kohn, Tobias and Yang, Hongseok and Wood, Frank},
journal={ar{X}iv:1804.03523},
year={2018}
}
@article{hoffman2014nuts,
author = {Hoffman, Matthew D. and Gelman, Andrew},
title = {The No-{U}-turn sampler: adaptively setting path lengths in {H}amiltonian {M}onte {C}arlo},
journal = {Journal of Machine Learning Research},
volume = {15},
number = {1},
month = {jan},
year = {2014},
optissn = {1532-4435},
pages = {1593--1623},
numpages = {31},
}
@article{livingstone2017kinetic-energy-choice,
author = "Samuel Livingstone and Michael F. Faulkner and Gareth O. Roberts",
title = "Kinetic energy choice in {H}amiltonian/hybrid {M}onte {C}arlo",
year = "2017",
journal = {ar{X}iv:1706.02649},
}
@incollection{neal2010hmc,
author = "Neal, Radford M.",
title = "{MCMC} using {H}amiltonian {D}ynamics",
booktitle= "Handbook of {M}arkov chain {M}onte {C}arlo",
publisher= "CRC Press",
year = "2010"
}
@article{nishimura2017discontinuous-hmc,
title={Discontinuous {H}amiltonian {M}onte {C}arlo for discrete parameters and discontinuous likelihoods},
author={Akihiko Nishimura and David Dunson and Jianfeng Lu},
journal={ar{X}iv:1705.08510},
year={2017},
}
@article{pymcdoc-compound-step,
author = {{PyMC Development Team}},
title = {``{C}ompound {S}teps in {S}ampling''},
journal = {PyMC3 online documentation},
year = {2017},
url = {https://docs.pymc.io/notebooks/sampling\_compound\_step.html},
urldate = {2019-05-01}
}
@Misc{rstanarm,
title = {rstanarm: {Bayesian} applied regression modeling via {Stan}.},
author = {Ben Goodrich and Jonah Gabry and Imad Ali and Sam Brilleman},
note = {R package version 2.17.4},
year = {2018}
}
@manual{stan18,
author = "{Stan Development Team}",
year = {2018},
title = {Stan Modeling Language Users Guide and Reference Manual,
Version 2.18.0},
url = {mc-stan.org}
}
@online{stan-hmc-params,
url = {https://mc-stan.org/docs/2_18/reference-manual/hmc-algorithm-parameters.html},
urldate = {2019-05-01}
}
@online{stan-problematic-posterior,
url = {https://mc-stan.org/docs/2_19/stan-users-guide/problematic-posteriors-chapter.html},
urldate = {2019-05-01}
}