Shadow Magnetic Hamiltonian Monte Carlo

Shadow Magnetic Hamiltonian Monte Carlo

Incorporating partial momentum refreshment into Magnetic Hamiltonian Monte Carlo (MHMC) to create Magnetic Hamiltonian Monte Carlo with partial momentum refreshment (PMHMC) has been shown to improve the sampling performance of MHMC significantly. At the same time, sampling from an integrator-depende...

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Bibliographic Details
Main Authors: Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala
Format: Article
Language:English
Published: IEEE 2022-01-01
Series:IEEE Access
Subjects:
Bayesian neural networks
Bayesian logistic regression
Hamiltonian Monte Carlo
magnetic Hamiltonian Monte Carlo
shadow Hamiltonian
Markov chain Monte Carlo
Online Access:https://ieeexplore.ieee.org/document/9739687/

Internet

https://ieeexplore.ieee.org/document/9739687/

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