Stochastic approximation Hamiltonian Monte Carlo

DOI10.1080/00949655.2020.1797031OpenAlexW3060014389MaRDI QIDQ5033464

Ick Hoon Jin, Minsuk Shin, Jonghyun Yun, Faming Liang

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.04811

zbMATH Keywords

neural networksmultimodalityHamiltonian Monte Carlostochastic approximation Monte Carloscalable computation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Reliability analysis of cold-standby systems using a self-stratifying subset simulation method

Uses Software

• Stan
• NUTS

Cites Work

• Unnamed Item
• The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
• A Repelling–Attracting Metropolis Algorithm for Multimodality
• Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
• Split Hamiltonian Monte Carlo
• Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
• On the geometric ergodicity of Hamiltonian Monte Carlo
• Annealing stochastic approximation Monte Carlo algorithm for neural network training
• The geometric foundations of Hamiltonian Monte Carlo
• Adaptive Markov Chain Monte Carlo through Regeneration
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
• Stochastic Approximation in Monte Carlo Computation
• Stability of Stochastic Approximation under Verifiable Conditions
• A Stochastic Approximation Method

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