Adaptive Magnetic Hamiltonian Monte Carlo

Adaptive Magnetic Hamiltonian Monte Carlo

Magnetic Hamiltonian Monte Carlo (MHMC) is a Markov Chain Monte Carlo method that expands on Hamiltonian Monte Carlo (HMC) by adding a magnetic field to Hamiltonian dynamics. This magnetic field offers a great deal of flexibility over HMC and encourages more efficient exploration of the target poste...

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Bibliographic Details
Main Authors: Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Format: Article
Language:English
Published: IEEE 2021-01-01
Series:IEEE Access
Subjects:
Bayesian logistic regression
jump diffusion processes
adaptive
Magnetic Hamiltonian Monte Carlo
Markov Chain Monte Carlo
Online Access:https://ieeexplore.ieee.org/document/9614186/

Internet

https://ieeexplore.ieee.org/document/9614186/

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