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Samuel Livingstone

2 accepted papers

2023

Structure Learning with Adaptive Random Neighborhood Informed MCMC

NeurIPS 2023poster

In this paper, we introduce a novel MCMC sampler, PARNI-DAG, for a fully-Bayesian approach to the problem of structure learning under observational data. Under the assumption of causal sufficiency, the algorithm allows for approximate sampling directly from the posterior distribution on Directed Acy…

Cited by 3SourcePDFScholar
2015

Gradient-free Hamiltonian Monte Carlo with Efficient Kernel Exponential Families

NeurIPS 2015poster

We propose Kernel Hamiltonian Monte Carlo (KMC), a gradient-free adaptive MCMC algorithm based on Hamiltonian Monte Carlo (HMC). On target densities where classical HMC is not an option due to intractable gradients, KMC adaptively learns the target's gradient structure by fitting an exponential fami…