Samuel Livingstone
- The Geometric Foundations of Hamiltonian Monte Carlo
2014/10/19 by Michael Betancourt, Betancourt, M. J., Simon Byrne +5 · 3 citations
Mathematics · #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Methodology (stat.ME) #Stochastic processes and statistical mechanics
- A general perspective on the Metropolis-Hastings kernel
2020/12/29 by Christophe Andrieu, Anthony Lee, Andrieu, Christophe +3 · 3 citations
Mathematics · Physics and Astronomy · #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Quantum chaos and dynamical systems #Stochastic processes and statistical mechanics
- The Barker proposal: combining robustness and efficiency in\n gradient-based MCMC
2019/08/30 by Samuel Livingstone, Livingstone, Samuel, Giacomo Zanella +1 · 2 citations
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Inference
- Skew-symmetric schemes for stochastic differential equations with non-Lipschitz drift: an unadjusted Barker algorithm
2024/05/23 by Iguchi, Yuga, Samuel Livingstone, Livingstone, Samuel +6 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #60H35 #65C05 #65C30 #65C40 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- Foundations of locally-balanced Markov processes
2025/04/17 by Samuel Livingstone, Giorgos Vasdekis, Livingstone, Samuel +3 · 1 voice · 1 citation
#math.PR #math.ST
- Pathwise skew-symmetric discretisation for SDEs with superlinear drift
2026/07/20 by Yuga Iguchi, Samuel Livingstone, Giorgos Vasdekis +1
#math.NA #cs.NA #stat.CO