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GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo
Anyone who has ever used Hamiltonian Monte Carlo samplers before has probably encountered the so-called tuning problem: in short, it is not at all obvious how to pick the algorithm’s … Read More
Bob Carpenter Visit & Seminar
Very fortunate to have Bob Carpenter (Flatiron Institute) visiting Rutgers Camden during the week of March 18th. Seminar details are linked here.
AY2024-2025 Sabbatical Leave
Will be taking a sabbatical leave from Rutgers for the academic year 2024-2025. As much as I enjoy teaching, it seems opportune to devote my full effort to research, particularly … Read More