Sampling

Papers

• Equation of State Calculations by Fast Computing Machines. Metropolis et al. (1953)
• MCMC using Hamiltonian dynamics. Neal. (2011)
• The No-U-Turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo. Hoffman and Gelman. (2014)
• The no-underrun sampler: A locally-adaptive, gradient-free mcmc method. Bou-Rabee et al. (2025)
• Microcanonical langevin ensembles: Advancing the sampling of bayesian neural networks. Sommer, et al. (2025)

Books

• Bayesian Data Analysis. Gelman et al. (1995)
• Data analysis: a Bayesian tutorial. Sivia and Skilling. (2006)