GIST: Gibbs self-tuning for HMC

I’m pleased as Punch to announce our new paper, Nawaf Bou-Rabee, Bob Carpenter, and Milo Marsden. 2024. GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo. arXiv 2404.15253. We followed the mathematician alphabetical author-ordering convention. The basic idea The basic … Continue reading → …