Hamiltonian Monte Carlo for Hierarchical Models In this paper we explore the use of Hamiltonian Monte Carlo for hierarchical models and demonstrate how the algorithm can overcome those pathologies in practical applications
(PDF) Hamiltonian Monte Carlo for Hierarchical Models In this paper we explore the use of Hamiltonian Monte Carlo for hierarchical models and demonstrate how the algorithm can overcome those pathologies in practical applications
Fast Riemannian Manifold Hamiltonian Monte Carlo for Hierarchical . . . In this study, we show that, compared with the slow inference achieved with existing program libraries, the performance of Riemannian manifold Hamiltonian Monte Carlo (RMHMC) can be drastically improved by applying the chain rule for the differentiation of the Hamiltonian in the optimal order determined by the model structure, and by
Hamiltonian Monte Carlo for Hierarchical Models - ADS In this paper we explore the use of Hamiltonian Monte Carlo for hierarchical models and demonstrate how the algorithm can overcome those pathologies in practical applications
Hamiltonian Monte Carlo for Hierarchical Models Many of the most exciting problems in applied statistics involve intricate, typically high-dimensional, models and, at least relative to the model complexity, sparse data With the data alone unable to identify the model, valid inference in these circumstances requires significant prior information
Hamiltonian Monte Carlo for Hierarchical Models - 百度学术 In this paper we explore the use of Hamiltonian Monte Carlo for hierarchical models and demonstrate how the algorithm can overcome those pathologies in practical applications