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Markov Chain Monte Carlo from Lagrangian Dynamics
Hamiltonian Monte Carlo (HMC) improves the computational e ciency of the Metropolis-Hastings algorithm by reducing its random walk behavior. Riemannian HMC (RHMC) further improves the performance of HMC by exploiting the geometric properties of the parameter space. However, the geometric integrator...
Shranjeno v:
| izdano v: | J Comput Graph Stat |
|---|---|
| Main Authors: | , , , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
2014
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| Teme: | |
| Online dostop: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4521456/ https://ncbi.nlm.nih.gov/pubmed/26240515 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2014.902764 |
| Oznake: |
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