Tuning diagonal scale matrices for HMC

Cites Work

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Primal-dual subgradient methods for convex problems
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
Efficient estimation of conditionally linear and Gaussian state space models
Slice sampling. (With discussions and rejoinder)
Piecewise deterministic Markov processes for continuous-time Monte Carlo
Randomized Hamiltonian Monte Carlo
Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
Couplings for Andersen dynamics
Optimal tuning of the hybrid Monte Carlo algorithm
Solving Ordinary Differential Equations I
Simulating Hamiltonian Dynamics
Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models
Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
Multivariate T-Distributions and Their Applications
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates
Geometric integrators and the Hamiltonian Monte Carlo method
A General Metric for Riemannian Manifold Hamiltonian Monte Carlo
A Stochastic Approximation Method
Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
Randomized time Riemannian manifold Hamiltonian Monte Carlo
Mixing of Metropolis-adjusted Markov chains via couplings: the high acceptance regime
Log-density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods

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