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)