Efficient Bayesian inference with latent Hamiltonian neural networks in no-U-turn sampling

DOI10.1016/j.jcp.2023.112425arXiv2208.06120MaRDI QIDQ6054204

Yifeng Che, Somayajulu L. N. Dhulipala, Michael D. Shields

Publication date: 27 September 2023

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.06120

zbMATH Keywords

symplectic integrationBayesian inferenceuncertainty quantificationHamiltonian Monte Carlodeep neural networksphysics-based learning

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

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• Numerical Integrators for the Hybrid Monte Carlo Method
• High-Order Symplectic Runge–Kutta–Nyström Methods
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

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