Geometrically Tempered Hamiltonian Monte Carlo

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：xialiaoj

【摘要】

：

Hamiltonian Monte Carlo(HMC)has become routinely used for sampling from posterior distributions.Its extension Riemann manifold HMC(RMHMC)modifies the proposal kernel through distortion of local distan

【作者】

：

Akihiko Nishimura David Dunson

【机构】

：

Department of Mathematics,Duke University,27708,USA

【出处】

：

上海交通大学

【发表日期】

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2016年4期

【关键词】

：

Bayesian inference Hamiltonian dynamics Markov chain Monte Carlo Riemannian geom

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Geometrically Tempered Hamiltonian Monte Carlo

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