A General Metric for Riemannian Manifold Hamiltonian Monte Carlo
From MaRDI portal
Publication:5410549
DOI10.1007/978-3-642-40020-9_35zbMath1406.65004arXiv1212.4693OpenAlexW3104580728MaRDI QIDQ5410549
Publication date: 16 April 2014
Published in: Lecture Notes in Computer Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.4693
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (13)
Unnamed Item ⋮ Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets ⋮ Langevin Diffusion for Population Based Sampling with an Application in Bayesian Inference for Pharmacodynamics ⋮ Connections and Extensions: A Discussion of the Paper by Girolami and Byrne ⋮ Rejoinder: Geodesic Monte Carlo on Embedded Manifolds ⋮ De Finetti priors using Markov chain Monte Carlo computations ⋮ Bayesian computation: a summary of the current state, and samples backwards and forwards ⋮ Modified Hamiltonian Monte Carlo for Bayesian inference ⋮ Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers ⋮ Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models ⋮ Geometric adaptive Monte Carlo in random environment ⋮ On the geometric ergodicity of Hamiltonian Monte Carlo ⋮ Geometric Integration of Measure-Preserving Flows for Sampling
This page was built for publication: A General Metric for Riemannian Manifold Hamiltonian Monte Carlo
