Modified Hamiltonian Monte Carlo for Bayesian inference

DOI10.1007/s11222-019-09885-xzbMath1436.62098arXiv1706.04032OpenAlexW2963298289WikidataQ127450455 ScholiaQ127450455MaRDI QIDQ2302498

Elena Akhmatskaya, Tijana Radivojević

Publication date: 26 February 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.04032

zbMATH Keywords

importance samplingMarkov chain Monte CarloBayesian inferenceHamiltonian Monte Carlomodified Hamiltonians

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (5)

Thread-Parallel Anisotropic Mesh Adaptation ⋮ On the accept-reject mechanism for Metropolis-Hastings algorithms ⋮ An algorithm for estimating non-convex volumes and other integrals in \(n\) dimensions ⋮ Fast generation of Gaussian random fields for direct numerical simulations of stochastic transport ⋮ Geometric Integration of Measure-Preserving Flows for Sampling

Uses Software

• GSHMC
• UCI-ml
• CODA
• Stan
• PyMC
• NUTS

Cites Work

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