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Adaptive Magnetic Hamiltonian Monte Carlo

Magnetic Hamiltonian Monte Carlo (MHMC) is a Markov Chain Monte Carlo method that expands on Hamiltonian Monte Carlo (HMC) by adding a magnetic field to Hamiltonian dynamics. This magnetic field offers a great deal of flexibility over HMC and encourages more efficient exploration of the target poste...

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Autori principali: Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Natura: Artigo
Lingua:Inglês
Pubblicazione: IEEE 2021-01-01
Serie:IEEE Access
Soggetti:
Bayesian logistic regression
jump diffusion processes
adaptive
Magnetic Hamiltonian Monte Carlo
Markov Chain Monte Carlo
Accesso online:https://ieeexplore.ieee.org/document/9614186/
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