Следене
Samuel Livingstone
Samuel Livingstone
Lecturer in Mathematical Statistics, University College London
Потвърден имейл адрес: ucl.ac.uk - Начална страница
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Позовавания
Позовавания
Година
The geometric foundations of hamiltonian monte carlo
MJ Betancourt, S Byrne, S Livingstone, M Girolami
Bernoulli 23 (4A), 2257-2298, 2017
1632017
On the geometric ergodicity of Hamiltonian Monte Carlo
S Livingstone, M Betancourt, S Byrne, M Girolami
Bernoulli 25 (4A), 3109-3138, 2019
1082019
Langevin diffusions and the Metropolis-adjusted Langevin algorithm
T Xifara, C Sherlock, S Livingstone, S Byrne, M Girolami
Statistics & Probability Letters 91, 14-19, 2014
1032014
Gradient-free Hamiltonian Monte Carlo with efficient kernel exponential families
H Strathmann, D Sejdinovic, S Livingstone, Z Szabo, A Gretton
Advances in Neural Information Processing Systems 28, 2015
782015
Information-geometric Markov chain Monte Carlo methods using diffusions
S Livingstone, M Girolami
Entropy 16 (6), 3074-3102, 2014
422014
Kinetic energy choice in Hamiltonian/hybrid Monte Carlo
S Livingstone, MF Faulkner, GO Roberts
Biometrika 106 (2), 303-319, 2019
402019
Peskun–Tierney ordering for Markovian Monte Carlo: Beyond the reversible scenario
C Andrieu, S Livingstone
The Annals of Statistics 49 (4), 1958-1981, 2021
24*2021
The Barker proposal: combining robustness and efficiency in gradient-based MCMC
S Livingstone, G Zanella
Journal of the Royal Statistical Society: Series B, 2021
21*2021
Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance
S Livingstone
Mathematics 9 (4), 341, 2021
10*2021
A general perspective on the Metropolis-Hastings kernel
C Andrieu, A Lee, S Livingstone
arXiv preprint arXiv:2012.14881, 2020
62020
Optimal design of the Barker proposal and other locally-balanced Metropolis-Hastings algorithms
J Vogrinc, S Livingstone, G Zanella
arXiv preprint arXiv:2201.01123, 2022
22022
A fresh take on 'Barker dynamics' for MCMC
M Hird, S Livingstone, G Zanella
arXiv preprint arXiv:2012.09731, 2020
22020
Modelling the association between weather and short-term demand for children’s intensive care transport services during winter in the South East of England
S Livingstone, C Pagel, Z Shao, E Randle, P Ramnarayan
Operations Research for Health Care 31, 100327, 2021
2021
Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable Selection
X Liang, S Livingstone, J Griffin
arXiv preprint arXiv:2110.11747, 2021
2021
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Статии 1–14