1 code implementation • 27 Feb 2024 • Samuel Gruffaz, Kyurae Kim, Alain Oliviero Durmus, Jacob R. Gardner
In practice, MCMC-SAEM is often run with asymptotically biased MCMC, for which the consequences are theoretically less understood.
no code implementations • 7 Jul 2023 • Alain Durmus, Samuel Gruffaz, Miika Kailas, Eero Saksman, Matti Vihola
Under conditions similar to the ones existing for HMC, we also show that NUTS is geometrically ergodic.
no code implementations • NeurIPS 2021 • Samuel Gruffaz, Pierre-Emmanuel Poulet, Etienne Maheux, Bruno Jedynak, Stanley Durrleman
Specifically, we learn the metric as the push-forward of the Euclidean metric by a diffeomorphism.