Simple ergodic variants of the Hamiltonian Monte Carlo method
Jesus Maria Sanz-Serna
Universidad Carlos III de Madrid
July 22, 2016
Covariance-controlled adaptive Langevin thermostat for large-scale Bayesian sampling
Xiaocheng Shang
Brown University
July 22, 2016
Scalable algorithms for Markov process parameter inference
Darren Wilkinson
Newcastle University
July 22, 2016
Scalable Bayesian Inference with Hamiltonian Monte Carlo
Michael Betancourt
University of Warwick
July 21, 2016
Adaptive two-stage integrators for sampling algorithms based on Hamiltonian dynamics
Elena Akhmatskaya
Basque Center for Applied Mathematics - BCAM
July 21, 2016
Sub-Gaussian estimators of the mean of a random matrix with entries possessing only two moments
Stanislav Minsker
University of Southern California
July 21, 2016
Scalable and Efficient MCMC Algorithms for Complex Posteriors
Yian Ma
University of Washington
July 21, 2016