Modified Hamiltonian Monte Carlo for Bayesian inference
Modified Hamiltonian Monte Carlo for Bayesian inference
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Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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Contents
The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible part of the dynamics into a chain. This is achieved by replacing Hamiltonians in the Metropolis test with modifie...
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Modified Hamiltonian Monte Carlo for Bayesian inference
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TN_cdi_proquest_journals_2075859945
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2075859945
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E-ISSN
2331-8422
DOI
10.48550/arxiv.1706.04032
