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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...
Enregistré dans:
| Publié dans: | J Comput Graph Stat |
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| Auteurs principaux: | , , , |
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
2014
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| Sujets: | |
| Accès en ligne: | 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 |
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