Samuel Livingstone
Samuel Livingstone
Lecturer in Mathematical Statistics, University College London
Verified email at ucl.ac.uk - Homepage
Title
Cited by
Cited by
Year
The geometric foundations of hamiltonian monte carlo
MJ Betancourt, S Byrne, S Livingstone, M Girolami
Bernoulli 23 (4A), 2257-2298, 2017
1432017
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
992014
On the geometric ergodicity of Hamiltonian Monte Carlo
S Livingstone, M Betancourt, S Byrne, M Girolami
Bernoulli 25 (4A), 3109-3138, 2019
912019
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
762015
Information-geometric Markov chain Monte Carlo methods using diffusions
S Livingstone, M Girolami
Entropy 16 (6), 3074-3102, 2014
392014
Kinetic energy choice in Hamiltonian/hybrid Monte Carlo
S Livingstone, MF Faulkner, GO Roberts
Biometrika 106 (2), 303-319, 2019
362019
Peskun–Tierney ordering for Markovian Monte Carlo: Beyond the reversible scenario
C Andrieu, S Livingstone
The Annals of Statistics 49 (4), 1958-1981, 2021
19*2021
The Barker proposal: combining robustness and efficiency in gradient-based MCMC
S Livingstone, G Zanella
arXiv preprint arXiv:1908.11812, 2019
19*2019
Geometric Ergodicity of the Random Walk Metropolis with Position-Dependent Proposal Covariance
S Livingstone
Mathematics 9 (4), 341, 2021
9*2021
A general perspective on the Metropolis-Hastings kernel
C Andrieu, A Lee, S Livingstone
arXiv preprint arXiv:2012.14881, 2020
12020
A fresh take on 'Barker dynamics' for MCMC
M Hird, S Livingstone, G Zanella
arXiv preprint arXiv:2012.09731, 2020
12020
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Articles 1–11